Day-of-the-week effect on stock returns / Noor Ain Shafiqah Ahmad Saharuddin

This study examines the day-of-the-week effect on stock returns of FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBM KLCI) from 05 March 2007 until 1 July 2016 using Ordinary Latest Square (OLS) Method. The findings suggest that there exist the 'Monday effect' and significantly differe...

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Bibliographic Details
Main Author:	Ahmad Saharuddin, Noor Ain Shafiqah
Format:	Thesis
Language:	English
Published:	2017
Subjects:	Investment capital formation speculation
Online Access:	https://ir.uitm.edu.my/id/eprint/94383/2/94383.pdf
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id	my-uitm-ir.94383
record_format	uketd_dc
spelling	my-uitm-ir.943832024-05-28T01:46:34Z Day-of-the-week effect on stock returns / Noor Ain Shafiqah Ahmad Saharuddin 2017-07 Ahmad Saharuddin, Noor Ain Shafiqah Investment, capital formation, speculation This study examines the day-of-the-week effect on stock returns of FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBM KLCI) from 05 March 2007 until 1 July 2016 using Ordinary Latest Square (OLS) Method. The findings suggest that there exist the 'Monday effect' and significantly different across the five trading days. This finding is also similitary in other periods. The study using of several diagnostic test such as normality of errors, autocorrelation and heteroskedasticity in order to check for model adequacy. Last but not least, this study may be useful to the investor in order to formulate their strategies of trades timing. 2017-07 Thesis https://ir.uitm.edu.my/id/eprint/94383/ https://ir.uitm.edu.my/id/eprint/94383/2/94383.pdf text en public degree Universiti Teknologi MARA, Johor Bachelor of Business Administration (HONS) Finance Tan, Yang Ling
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Tan, Yang Ling
topic	Investment capital formation speculation
spellingShingle	Investment capital formation speculation Ahmad Saharuddin, Noor Ain Shafiqah Day-of-the-week effect on stock returns / Noor Ain Shafiqah Ahmad Saharuddin
description	This study examines the day-of-the-week effect on stock returns of FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBM KLCI) from 05 March 2007 until 1 July 2016 using Ordinary Latest Square (OLS) Method. The findings suggest that there exist the 'Monday effect' and significantly different across the five trading days. This finding is also similitary in other periods. The study using of several diagnostic test such as normality of errors, autocorrelation and heteroskedasticity in order to check for model adequacy. Last but not least, this study may be useful to the investor in order to formulate their strategies of trades timing.
format	Thesis
qualification_level	Bachelor degree
author	Ahmad Saharuddin, Noor Ain Shafiqah
author_facet	Ahmad Saharuddin, Noor Ain Shafiqah
author_sort	Ahmad Saharuddin, Noor Ain Shafiqah
title	Day-of-the-week effect on stock returns / Noor Ain Shafiqah Ahmad Saharuddin
title_short	Day-of-the-week effect on stock returns / Noor Ain Shafiqah Ahmad Saharuddin
title_full	Day-of-the-week effect on stock returns / Noor Ain Shafiqah Ahmad Saharuddin
title_fullStr	Day-of-the-week effect on stock returns / Noor Ain Shafiqah Ahmad Saharuddin
title_full_unstemmed	Day-of-the-week effect on stock returns / Noor Ain Shafiqah Ahmad Saharuddin
title_sort	day-of-the-week effect on stock returns / noor ain shafiqah ahmad saharuddin
granting_institution	Universiti Teknologi MARA, Johor
granting_department	Bachelor of Business Administration (HONS) Finance
publishDate	2017
url	https://ir.uitm.edu.my/id/eprint/94383/2/94383.pdf
_version_	1804889926597083136

Day-of-the-week effect on stock returns / Noor Ain Shafiqah Ahmad Saharuddin

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