The purpose of this research is to investigate the weak form of market efficiency of Asian four
selected stock markets. We have taken a daily closing price of stock markets under the study …

This paper investigates empirically the day-of-the-week effect on stock returns and volatility
of the Indian stock markets. The GARCH (1, 1), EGARCH (1, 1) and TGARCH (1, 1) models …

It has observed from many stock markets around the world that index value used to vary due
to fluctuation in stock prices. One of the most important factors of variation in the stock prices …

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 …

The present study has sought to investigate the issue of day-of-the-week effect in Indian
stock market. Applying GARCH-M model on the daily NIFTY returns data, a comparative …

Day of the week effect is one of the vital calendar irregularities that have been experiential in
many stock markets in all over the world with a lot of unlike consequences. Stock markets …

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 …

This study investigates whether Friday effect exist in NSE NIFTY. The weekend Effect or Day
of the Week Effect has been a hot research topic among academicians for decades. The …

ABSTRACT A modified CSAD model is utilised in this research to detect herding in the
developing market prior to and during the COVID-19 epidemic. From July 2019 through …

The empirical Research in Finance has vigorously explored the apparent anomalies in
Stock Returns Behavior. Many earlier studies have documented the average returns on …