Weekend effect in the Singapore stock market
Chut, Wan Lin.
Li, Wai Ming.
Lim, Geok Fong.
Date of Issue2000
College of Business (Nanyang Business School)
This paper investigates the relevance of weekend effect in the Singapore stock market. Firstly, it determines whether Monday shows the lowest returns of the week. Secondly, it explores the possibility of exploiting this anomaly as a trading strategy.
Final Year Project (FYP)
Nanyang Technological University