Weekend Effect On Hibor: Test Of A
Structural Change

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Weekend Effect On Hibor: Test Of A Structural Change

Seasonality has been one of the popular issues in the finance literature. Fama (1965) is one of the earlier researchers who reported seasonality in stock markets. Using the US data, Fama found that the variance on Monday is greater than that for other days. Cross (1973) also showed that negative...

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Bibliographic Details
Main Authors:	Y. N. Tang, Gordon, S. C. Mak, Billy
Format:	Article
Language:	English
Published:	Asian Academy of Management (AAM) 1996
Subjects:	HD28-70 Management. Industrial Management
Online Access:	http://eprints.usm.my/35306/ http://eprints.usm.my/35306/1/1-1-6.pdf

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