Day-of-the-week effect : evidence from nine sectors of the South African stock market
The day-of-the-week effect in share prices is one of the most extensively researched anomalies, especially in developed markets. However, emerging African stock markets have received little attention in this regard. This study breaks new ground in using non-parametric tests directly on skewness and...
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| Format: | Others |
| Language: | English |
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Rhodes University
2010
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| Online Access: | http://hdl.handle.net/10962/d1002759 |