Day-of-the-week effects in the Asian stock markets.
Wong, Nee Tat.
Date of Issue2001
College of Business (Nanyang Business School)
The objectives are to examine the existence of the day-of-the-week effect in the Asian markets of Singapore, Malaysia, Thailand, Hong Kong and Taiwan using a longer and more recent period of analysis and to test the presence of size effect to see whether the day-of-the-week effect depends on firm size.
Nanyang Technological University