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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 |
Files in This Item:
File | Description | Size | Format | |
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SP_2004_1113.pdf Restricted Access | 643.11 kB | Adobe PDF | View/Open Request a copy |
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