(EMH), a stock's return is indifferent to a given trading day. But the day of the week effect
phenomenon produces a different return for each day in the week. This is an abnormal …

This study investigates how six financial market performances are affected by spillover
volatility sectors in both during and following the 2007 financial crisis in Pakistan. By offering …

This paper investigates the day of the week effect anomaly on stock market returns and the
conditional volatility of the Khartoum stock exchange (KSE) from Sudan over the period of …

Ada tiga macam bentuk teori pasar efisien, salah satunya adalah pasar efisien bentuk
lemah dimana investor tidak dapat menggunakan informasi masa lalu untuk memprediksi …

The article is focused on examining the existence of the day-of-the-week (DOW) effect on the
Vietnamese stock market. This study uses the daily series of closed market indexes data …

The objective of this paper is to observe the descriptive statistics and examine day of the
week effect in four selected stock markets of Asian countries namely: India (Bombay Stock …

This research aims to investigate anomaly Monday Effect, Weekend Effect, and Rogalski
Effect by using stocks in the LQ45 index and in the JII index on 2011, 2012, and 2013. The …

The aim of this research is about review whether the day of the week effect, monday effect,
monthly effect and rogalski effect still exist in several indexes at BEI or not by analyzing …

In this study, we analyze the annual returns, returns fluctuation and the day of the week
effect for five stock markets in Southeast of Asia (Indonesia, Malaysia, Philippine, Singapore …

Indian stock market was functioning with Accounting Period settlement cycle till December
31, 2001. But as per the recommendation of G-30 which was a group to determine the best …