The Day - of- the - Week Effect in the Egyptian Stock Market

Faculty Commerce Year: 2012
Type of Publication: ZU Hosted Pages:
Authors:
Journal: مجلة البحوث التجارية ، كلية التجارة جامعة الزقازيق جامعة الزقازيق Volume:
Keywords : , , , , , , Week Effect , , Egyptian Stock Market    
Abstract:
This study investigates the day of the week effect in the Egyptian stock market by examining the EGX30 index during the period of January 4, 1988- January 27, 2011. Two methods, standard Ordinary Least Square (OLS) and Generalized Autoregr
   
     
 
       

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