DAY OF THE WEEK EFFECTS - A NEW EVIDENCE FROM AN EMERGING STOCK-MARKET

被引：32
作者：
BALABAN, E
机构：
[1] Institute of Economic and Social Sciences, Bilkent University
来源：
APPLIED ECONOMICS LETTERS | 1995年 / 2卷 / 05期
关键词：
D O I：
10.1080/135048595357465
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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.
引用
收藏
页码：139 / 143
页数：5
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