The Day of the Week Effect: Unconditional and Conditional Market Risk Analysis
<p>The objective of our investigation is to test empirically the existence of the day of the week effect on the Canadian stock market between September 2009 and August 2019. Our findings show that the day of the week effect is present. The highest and lowest mean daily returns of the S&...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2020-11-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | https://econjournals.com/index.php/ijefi/article/view/10610 |