The Day Of Week Effects As Observed At The Kuala Lumpur Stock Exchange And Their Implications On The Efficient Market Hypothesis
DOWNLOAD
Download The Day Of Week Effects As Observed At The Kuala Lumpur Stock Exchange And Their Implications On The Efficient Market Hypothesis PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get The Day Of Week Effects As Observed At The Kuala Lumpur Stock Exchange And Their Implications On The Efficient Market Hypothesis book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
The Day Of Week Effects As Observed At The Kuala Lumpur Stock Exchange And Their Implications On The Efficient Market Hypothesis
DOWNLOAD
Author : Rosli Khairon
language : en
Publisher:
Release Date : 1999
The Day Of Week Effects As Observed At The Kuala Lumpur Stock Exchange And Their Implications On The Efficient Market Hypothesis written by Rosli Khairon and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Stock exchanges categories.
Day Of The Week Effects
DOWNLOAD
Author : Andrew Clare
language : en
Publisher:
Release Date : 1994
Day Of The Week Effects written by Andrew Clare and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Stock exchanges categories.
The Day Of The Week Effect
DOWNLOAD
Author : Marc Häfliger
language : en
Publisher:
Release Date : 2012
The Day Of The Week Effect written by Marc Häfliger and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with categories.
This master thesis examines the day-of-the-week effect. The day-of-the-week effect is a stock market anomaly which challenges the Efficient Market Hypothesis, because in an efficient market the returns should be evenly distributed across the weekdays. This comprehensive analysis looks at the day-of-the-week effect from three different points of view: international evidence, size effect and market environment. To test the significance of the results, the Kruskal-Wallis test was applied. The analysis of 26 stock market indices from 1990 to 2011 and two sub-periods (1990-2000 and 2001-2011) gave evidence that the effect still existed in some countries, but diminished over time and was stronger for emerging stock markets. A significant day-of-the-week effect for all three periods analyzed was detected in Chile, Indonesia, Malaysia, the Philippines, Thailand and Turkey. The test of the size effect showed that the day-of-the-week effect was stronger for indices with lower capitalized stocks. In addition, this study found evidence that the day-of-the-week effect was more pronounced during times of low implied volatility, however, the results were not significant.
Information Efficiency In Financial And Betting Markets
DOWNLOAD
Author : Leighton Vaughan Williams
language : en
Publisher: Cambridge University Press
Release Date : 2005-09-29
Information Efficiency In Financial And Betting Markets written by Leighton Vaughan Williams and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-09-29 with Business & Economics categories.
The degree to which markets incorporate information is one of the most important questions facing economists today. This book provides a fascinating study of the existence and extent of information efficiency in financial markets, with a special focus on betting markets. Betting markets are selected for study because they incorporate features highly appropriate to a study of information efficiency, in particular the fact that each bet has a well-defined end point at which its value becomes certain. Using international examples, this book reviews and analyses the issue of information efficiency in both financial and betting markets. Part I is an extensive survey of the existing literature, while Part II presents a range of readings by leading academics. Insights gained from the book will interest students of financial economics, financial market analysts, mathematicians and statisticians, and all those with a special interest in finance or gambling.
The Efficiency Of The Kuala Lumpur Stock Exchange
DOWNLOAD
Author : Annuar Md Nasir
language : en
Publisher:
Release Date : 1993
The Efficiency Of The Kuala Lumpur Stock Exchange written by Annuar Md Nasir and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Efficient market theory categories.
Efficiency And Anomalies In Stock Markets
DOWNLOAD
Author : Wing-Keung Wong
language : en
Publisher: Mdpi AG
Release Date : 2022-02-17
Efficiency And Anomalies In Stock Markets written by Wing-Keung Wong and has been published by Mdpi AG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-02-17 with Business & Economics categories.
The Efficient Market Hypothesis believes that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again without any warning. A Special Issue on "Efficiency and Anomalies in Stock Markets" will be devoted to advancements in the theoretical development of market efficiency and anomaly in the Stock Market, as well as applications in Stock Market efficiency and anomalies.
Seasonalities In Stock Markets
DOWNLOAD
Author : George Drogalas
language : en
Publisher:
Release Date : 2014
Seasonalities In Stock Markets written by George Drogalas and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.
Day of the week effect phenomenon is one of the most important calendar anomalies that have been observed in many stock markets in all over the world. This specific phenomenon has been observed and studied by many researchers for many years and as a consequence there are a lot of different results. The present paper aims at examining in a theory level the meaning, the boundaries and the effects of this phenomenon. First of all, we make a short introduction about the day of the week effect phenomenon in general. After that, we present two significant issues: on the one hand the distinction between perfect and imperfect markets, on the other hand the analysis of the efficient market hypothesis. Then we analyze some of the most important calendar anomalies, which have been observed in many stock markets in all over the world and its possible explanations. Finally we analyze more analytically, the day of the week effect phenomenon and its possible explanations.
Investment Analysis In The Malaysian Securities Market
DOWNLOAD
Author : Mansor Md Isa
language : en
Publisher:
Release Date : 2000
Investment Analysis In The Malaysian Securities Market written by Mansor Md Isa and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Business enterprises categories.
Day Of The Week Effect Of 30 Large Market Capital Stocks On The Kuala Lumpur Stock Exchange
DOWNLOAD
Author : Keh Chay Lim
language : en
Publisher:
Release Date : 1997
Day Of The Week Effect Of 30 Large Market Capital Stocks On The Kuala Lumpur Stock Exchange written by Keh Chay Lim and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with Corporations categories.
The Effects Of The Days Of The Week On The Indonesian Stock Exchange
DOWNLOAD
Author : Christiyaningsih Budiwati
language : en
Publisher:
Release Date : 2018
The Effects Of The Days Of The Week On The Indonesian Stock Exchange written by Christiyaningsih Budiwati and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with categories.
Objective - The study aims to identify the difference of returns that occur on every trading day, to identify the occurrence of the phenomenon of the Day of the Week Effect; to identify the occurrence of Monday Effect on stock trading in the Indonesian Stock Exchange; and to identify the occurrence of Weekend Effect on the Indonesian Stock Exchange.Methodology/Technique - This study examines companies listed in the LQ 45 Index between January 2016 and December 2016. The results are tested using a comparative method. The sample used consists of 41 companies. The hypothesis was testing using a one-way ANOVA and independent sample t-test.Findings - The results show that there is a difference of stock return occuring on every trading, day indicating the occurrence of the day of the week effect phenomenon. Further, there was no Monday Effect phenomenon observed during the study period and there was no Weekend Effect Phenomenon observed during the study period.Novelty - Based on the results, it can be concluded that the phenomenon of the Day of the Week Effect occurred between January 2016 and December 2016, while the phenomenon of Monday Effect and Weekend Effect did not occur during the study period.