Day of the week effects: new evidence from an emerging stock market
Applied Economics Letters, 1995, vol. 2, issue 5, 139-143
The primary objective 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 to August 1994, these effects change in direction and magnitude through time.
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