This paper applies the method of rolling sample test and the GARCH model to investigate
the day-of-the-week anomalies in stock returns of main indices in 28 markets from 25 …

We examine Day-of-the-Week Effect anomaly and volatility in returns on Ghana Stock
Exchange (GSE) and Nairobi Stock Exchange (NSE) using daily closing price indices from …

The present study has investigated the day of the week and weekend effect on index returns
and it's volatility in the Indian stock market using GARCH (1, 1) for Nifty 50, Nifty midcap 50 …

The primary objective of this paper is to empirically examine the nature and statistical
significance of the news effect on conditional volatility of unpredictable components of stock …

We provide firm-level evidence from an emerging Islamic market that individual investors'
trading behaviour causes weekend sentiment. Using data for 285 companies listed on the …

Financing capital-intensive projects in the green economy is possible through green bonds.
The assessment of the economic efficiency of the green bond market, the determination of its …

In this study, it is analyzed the existence of day of the week effect in the stock markets of
Brazil, India, Indonesia, Turkey and South Africa which are named as fragile five countries …

Berikut ini merupakan beberapa penelitian terdahulu yang menjadi latar belakang dan
bahan rujukan dari penelitian ini: 2.1. 1. Dwi Cahyaningdyah (2005) Penelitian ini …

This study examines day of the week effect anomaly in Dhaka Stock Exchange (DSE),
during post crisis period. The Bangladesh stock market crashed on 19 December 2010, and …

The study is an extended effort to investigate the monthly anomalies across Pakistani stock
market, on four stock indices of Pakistan stock exchange by using the data from previously …