Please use this identifier to cite or link to this item: http://hdl.handle.net/11718/20763
Title: Weekend effect in stock markets
Authors: Agarwal, Abhishek
S., Venkatesh
Keywords: Weekend effect in Market;NSE (National Stock Exchange);Indian stock markets
Issue Date: 2004
Publisher: Indian Institute of Management Ahmedabad
Series/Report no.: SP;001113
Abstract: Weekend Effects is described as a common occurrence in which stock returns tend to be negative on Mondays and positive on Fridays. The existence of the effect has been established in various countries. We intend examining the presence of the weekend effect in the Indian stock markets. We also intend exploring the changes that may have occurred in the intensity of the weekend effect over time. The project covers in its scope. The study of the index in the NSE (National Stock Exchange) and the BSE (Bombay Stock Exchange). This paper would also make an attempt to understand and explain the various causes of this weekend effect.
URI: http://hdl.handle.net/11718/20763
Appears in Collections:Student Projects

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