The day of the week effects in stockmarkets of countries with predominantly Muslim populations
INTERNATIONAL JOURNAL OF ISLAMIC AND MIDDLE EASTERN FINANCE AND MANAGEMENT, cilt.13, sa.2, ss.195-218, 2020 (SSCI, Scopus)
- Yayın Türü: Makale / Tam Makale
- Cilt numarası: 13 Sayı: 2
- Basım Tarihi: 2020
- Doi Numarası: 10.1108/imefm-06-2018-0199
- Dergi Adı: INTERNATIONAL JOURNAL OF ISLAMIC AND MIDDLE EASTERN FINANCE AND MANAGEMENT
- Derginin Tarandığı İndeksler: Social Sciences Citation Index (SSCI), Scopus
- Sayfa Sayıları: ss.195-218
- Anahtar Kelimeler: Muslim countries, Calendar anomalies, Day of the week effect, GARCH model
- Dokuz Eylül Üniversitesi Adresli: Evet
Özet
Purpose - The purpose of this paper is to investigate the day of the week (DoW) effect in stock markets of 19 countries with a predominantly Muslim population over the world.