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

Опубликовано на портале: 22-10-2007
Applied Economics Letters. 1995.  Vol. 2. No. 5. P. 139-153. 
The primary objective of this paper is to investigate day of the week effects in an emerging stock market of a developing country namely Turkey. Empirical results verify that although day of the week effects are present in Istanbul Securities Exchange Composite Index (ISECI) return data for the period January 1988-August 1994, these effects change in direction and magnitude through time.

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