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The day of week effect on financial companies among financial sector in Kuala Lumpur composite index (KLCI)

The global financial crisis currently is a latest crisis in the field of financial market. The preliminary evidence indicates that Efficient Market Hypothesis (EMH) might have been misplaced due to various anomalies. In Malaysian stock market, the existence of DOW effect is relatively less consisten...

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Bibliographic Details
Main Author: Chin, Pea Lee
Format: Final Year Project Report
Language:English
Published: Universiti Malaysia Sarawak, (UNIMAS) 2012
Subjects:
HG Finance
Online Access:http://ir.unimas.my/id/eprint/10186/8/The%20Day%20of%20Week%20Effect%20On%20Financial%20Companies%20Among%20Financial%20Sector%20In%20Kuala%20Lumpur%20Composite%20Index%20%28KLCI%29%28fulltext%29.pdf
http://ir.unimas.my/id/eprint/10186/
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spelling my.unimas.ir.101862023-01-31T09:30:31Z http://ir.unimas.my/id/eprint/10186/ The day of week effect on financial companies among financial sector in Kuala Lumpur composite index (KLCI) Chin, Pea Lee HG Finance The global financial crisis currently is a latest crisis in the field of financial market. The preliminary evidence indicates that Efficient Market Hypothesis (EMH) might have been misplaced due to various anomalies. In Malaysian stock market, the existence of DOW effect is relatively less consistent and relatively little research conducted on market anomalies especially those concerning the DOW effect. The day-of-the-week (DOW) effects in the eight financial companies of Kuala Lumpur Composite Index CKLCI) using stock return data of individual financial companies conducted in the study. The study covering period from 2004 to 2011 and discovers the financial companies are highly efficient according the DOW effect. The study discovers the lowest mean returns of overall during entire period of global financial crisis oQ. Monday for five fmancial companies out of eight financial companies. There is impact of global financial crisis on the studied sample. Universiti Malaysia Sarawak, (UNIMAS) 2012 Final Year Project Report NonPeerReviewed text en http://ir.unimas.my/id/eprint/10186/8/The%20Day%20of%20Week%20Effect%20On%20Financial%20Companies%20Among%20Financial%20Sector%20In%20Kuala%20Lumpur%20Composite%20Index%20%28KLCI%29%28fulltext%29.pdf Chin, Pea Lee (2012) The day of week effect on financial companies among financial sector in Kuala Lumpur composite index (KLCI). [Final Year Project Report] (Unpublished)
institution Universiti Malaysia Sarawak
building Centre for Academic Information Services (CAIS)
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaysia Sarawak
content_source UNIMAS Institutional Repository
url_provider http://ir.unimas.my/
language English
topic HG Finance
spellingShingle HG Finance
Chin, Pea Lee
The day of week effect on financial companies among financial sector in Kuala Lumpur composite index (KLCI)
description The global financial crisis currently is a latest crisis in the field of financial market. The preliminary evidence indicates that Efficient Market Hypothesis (EMH) might have been misplaced due to various anomalies. In Malaysian stock market, the existence of DOW effect is relatively less consistent and relatively little research conducted on market anomalies especially those concerning the DOW effect. The day-of-the-week (DOW) effects in the eight financial companies of Kuala Lumpur Composite Index CKLCI) using stock return data of individual financial companies conducted in the study. The study covering period from 2004 to 2011 and discovers the financial companies are highly efficient according the DOW effect. The study discovers the lowest mean returns of overall during entire period of global financial crisis oQ. Monday for five fmancial companies out of eight financial companies. There is impact of global financial crisis on the studied sample.
format Final Year Project Report
author Chin, Pea Lee
author_facet Chin, Pea Lee
author_sort Chin, Pea Lee
title The day of week effect on financial companies among financial sector in Kuala Lumpur composite index (KLCI)
title_short The day of week effect on financial companies among financial sector in Kuala Lumpur composite index (KLCI)
title_full The day of week effect on financial companies among financial sector in Kuala Lumpur composite index (KLCI)
title_fullStr The day of week effect on financial companies among financial sector in Kuala Lumpur composite index (KLCI)
title_full_unstemmed The day of week effect on financial companies among financial sector in Kuala Lumpur composite index (KLCI)
title_sort day of week effect on financial companies among financial sector in kuala lumpur composite index (klci)
publisher Universiti Malaysia Sarawak, (UNIMAS)
publishDate 2012
url http://ir.unimas.my/id/eprint/10186/8/The%20Day%20of%20Week%20Effect%20On%20Financial%20Companies%20Among%20Financial%20Sector%20In%20Kuala%20Lumpur%20Composite%20Index%20%28KLCI%29%28fulltext%29.pdf
http://ir.unimas.my/id/eprint/10186/
_version_ 1756688288261865472
score 13.211869

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