The Effects Of The Days Of The Week On The Indonesian Stock Exchange
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The Effects Of The Days Of The Week On The Indonesian Stock Exchange
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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.
The Day Of The Week Effect
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Author : Sheky H. Lemasoa
language : en
Publisher:
Release Date : 1994
The Day Of The Week Effect written by Sheky H. Lemasoa 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.
Iclssee 2023
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Author : Meida Rachmawati
language : en
Publisher: European Alliance for Innovation
Release Date : 2023-07-10
Iclssee 2023 written by Meida Rachmawati and has been published by European Alliance for Innovation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-07-10 with Law categories.
This book contains the proceedings of the International Conference on Law, Social Science, Economics, and Education (ICLSSEE 2023) on 6 May 2023 in Indonesia. This conference was held in collaboration with Nusantara Training and Research (NTR) at Universitas Borobudur, Jakarta, Indonesia. Papers from the conference are collected in a book of proceedings entitled: Proceedings of the International Conference on Law, Social Sciences, Economics, and Education (ICLSSEE 2023). Presentations from the conference covering these disciplines will provide a lot of inspiring input and new treasures on law, social sciences, economics, and education, especially after the Covid-19 Pandemic. Thus, it will contribute to the next generation of young researchers to generate innovative research findings and ideas. The hope is that scientific attitudes and skills through research will encourage the development of knowledge produced through research from various scholars in various regions. Finally, we would like to express our sincere thanks to all of the steering committee colleagues for their cooperation in organizing the conference. Hopefully, these seminars and conferences can be continued in the coming years with more insightful articles from inspiring research. We would also like to thank the invited speakers for their invaluable contributions and for sharing their visions in their talks.
Global Financial Crisis And Its Ramifications On Capital Markets
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Author : Ümit Hacioğlu
language : en
Publisher: Springer
Release Date : 2017-01-20
Global Financial Crisis And Its Ramifications On Capital Markets written by Ümit Hacioğlu and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-01-20 with Business & Economics categories.
This book assesses the 2008-2009 financial crisis and its ramifications for the global economy from a multidisciplinary perspective. Current market conditions and systemic issues pose a risk to financial stability and sustained market access for emerging market borrowers. The volatile environment in the financial system became the source of major threats and some opportunities such as takeovers, mergers and acquisitions for international business operations. This volume is divided into six sections. The first evaluates the 2008-2009 Global Financial Crisis and its impacts on Global Economic Activity, examining the financial crisis in historical context, the economic slowdown, transmission of the crisis from advanced economies to emerging markets, and spillovers. The second section evaluates global imbalances, especially financial instability and the economic outlook for selected regional economies, while the third focuses on international financial institutions and fiscal policy applications. The fourth section analyzes the capital market mechanism, price fluctuations and global trade activity, while the fifth builds on new trends and business cycles to derive effective strategies and solutions for international entrepreneurship and business. In closing, the final section explores the road to economic recovery and stability by assessing the current outlook and fiscal strategies.
Day Of The Week Effect
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Author : John Okey Onoh
language : en
Publisher:
Release Date : 2016
Day Of The Week Effect written by John Okey Onoh and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with categories.
It is well documented that expected stock returns vary with the day of the week in developed stock markets as well as in emerging stock markets. The evidence of this seasonal pattern has, however, been very scanty in the case of Nigeria. The research therefore investigates the presence of the day of the week in the Nigerian Stock Exchange. The Ordinary Least Square method was used to analyze the stock returns pattern for a period ranging from 2nd January 2009 to 31st December 2015. Results obtained from the study shows that Friday returns is significantly higher than returns of other days of the week. This finding confirms the existence of the day of the week effect in the NSE daily return.
Information Efficiency And Anomalies In Asian Equity Markets
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Author : Qaiser Munir
language : en
Publisher: Taylor & Francis
Release Date : 2016-10-04
Information Efficiency And Anomalies In Asian Equity Markets written by Qaiser Munir and has been published by Taylor & Francis this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-10-04 with Business & Economics categories.
The efficient market hypothesis (EMH) maintains that all relevant information is fully and immediately reflected in stock prices and that investors will obtain an equilibrium rate of return. The EMH has far reaching implications for capital allocation, stock price prediction, and the effectiveness of specific trading strategies. Equity market anomalies reflect that the market is inefficient and hence, contradicts the EMH. This book gathers both theoretical and practical perspectives, by including research issues, methodological approaches, practical case studies, uses of new policy and other points of view related to equity market efficiency to help address the future challenges facing the global equity markets and economies. Information Efficiency and Anomalies in Asian Equity Markets: Theories and evidence is an insightful resource that will be useful for students, academics and professionals alike.
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Author :
language : en
Publisher: Springer Nature
Release Date :
written by and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.
Research In Finance
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Author : Andrew H. Chen
language : en
Publisher: Emerald Group Publishing
Release Date : 2008-03-04
Research In Finance written by Andrew H. Chen and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-03-04 with Business & Economics categories.
Contains contributions on a range of important issues in research in finance and economics. This volume includes topics such as the IPO underwriting spreads, the moral hazard problems in bank regulation as well as in the cost of deposit insurance, the loan yield spreads, and the aggregate bank performance at the state-level.
The Ai Revolution Driving Business Innovation And Research
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Author : Bahaa Awwad
language : en
Publisher: Springer Nature
Release Date :
The Ai Revolution Driving Business Innovation And Research written by Bahaa Awwad and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.
The Day Of The Week Effect
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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.