Day of the week effect study is focused as astock market anomaly on the equity market
practices in Brazil. Themodus-operandi applicable in this research consists of daily stock …

This empirical investigation examines the daily return data on the market index, IPSA, of the
Santiago Stock Exchange of Chile to ascertain the presence of the day-of-the-week effect …

There is an extensive amount of financial literature which focuses on the relationship
between the day of the week effect and the returns assets. This relation is developed well by …

It has generally been assumed that the daily returns are the same for all days of the week.
That is, expected return on a given stock is the same for Monday as it is for Tuesday as it is …

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 …

This study is an effort to find out whether Day of the week effect exists in Karachi Stock
Exchange? Daily logarithmic market returns for the period November 1991 to December …

An extension of the research on the day-of-the-week effect to the stock markets of
Singapore, Malaysia, Hong Kong, Thailand and Taiwan is presented. These small-sized …

The presence of the day-of-the-week effect has been documented in finance literature. This
paper investigates the presence of the day-of-the-week effect and return volatility in ten East …

The presence of asymmetries in stock returns, known as seasonal anomalies, has been
rigorously probed in the array of academic literature evaluating the validity of Efficient Market …

The purpose of this article is to analyse, using the PSI Geral index, the presence of calendar
effects on the daily returns of the Portuguese stock market. In most cases, stock exchanges …