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Day of the Week Effects : New Evidence from an Emerging Stock Market

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  • Ercan Balaban

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  • Ercan Balaban, 1994. "Day of the Week Effects : New Evidence from an Emerging Stock Market," Discussion Papers 9410, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    • Handle: RePEc:tcb:dpaper:9410
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    File URL: https://www.tcmb.gov.tr/wps/wcm/connect/af8e8f73-dc07-4292-bb11-bb3cc7bb4d55/9410eng.pdf?MOD=AJPERES&CACHEID=ROOTWORKSPACE-af8e8f73-dc07-4292-bb11-bb3cc7bb4d55-m3fw6wR
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    References listed on IDEAS

    as
    1. Lakonishok, Josef & Levi, Maurice, 1982. "Weekend Effects on Stock Returns: A Note," Journal of Finance, American Finance Association, vol. 37(3), pages 883-889, June.
    2. Claessens, S. & Gooptu, S., 1993. "Portfolio Investment in Developing Countries," World Bank - Discussion Papers 228, World Bank.
    3. Abraham, Abraham & Ikenberry, David L., 1994. "The Individual Investor and the Weekend Effect," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 29(2), pages 263-277, June.
    4. Smirlock, Michael & Starks, Laura, 1986. "Day-of-the-week and intraday effects in stock returns," Journal of Financial Economics, Elsevier, vol. 17(1), pages 197-210, September.
    5. Agrawal, Anup & Tandon, Kishore, 1994. "Anomalies or illusions? Evidence from stock markets in eighteen countries," Journal of International Money and Finance, Elsevier, vol. 13(1), pages 83-106, February.
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    Cited by:

    1. Faryad Hussain & Kashif Hamid & Rana Shahid Imdad Akash & Majid Imdad Khan, 2011. "Day of the Week Effect and Stock Returns: (Evidence from Karachi Stock Exchange-Pakistan)," Far East Journal of Psychology and Business, Far East Research Centre, vol. 3(3), pages 25-31, April.
    2. Satish K. Mittal & Sonal Jain, 2009. "Stock Market Behaviour: Evidences from Indian Market," Vision, , vol. 13(3), pages 19-29, July.
    3. Joshi, Nayan & K.C, Fatta Bahadur, 2005. "The Nepalese stock market: Efficiency and calendar anomalies," MPRA Paper 26999, University Library of Munich, Germany.
    4. Sanjeet Sharma, 2011. "Day of Week Effect: Evidences from Indian Stock Market," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, vol. 2(6), pages 25-30, September.
    5. Fatta Bahadur K.C. Ph. D. & Nayan Krishna Joshi, 2005. "The Nepalese Stock Market: Efficient and Calendar Anomalies," NRB Economic Review, Nepal Rastra Bank, Research Department, vol. 17, pages 40-85, April.

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