The day of the week effects in stockmarkets of countries with predominantly Muslim populations

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Yardimci B., ERDEM S.

INTERNATIONAL JOURNAL OF ISLAMIC AND MIDDLE EASTERN FINANCE AND MANAGEMENT, cilt.13, sa.2, ss.195-218, 2020 (SSCI)

• 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.