Study on The Wandering Weekday Effect In The Indonesian Capital Market Based On Trend Moderation Effect
This study investigates a wandering weekday effect, an assumption anomaly from fixed weekday effect to changes over time, under the moderation effect of market trend. We employ daily price data from the Jakarta Stock Exchange (JKSE) from 2000 to 2019. This study reveals that the fixed weekday effect...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Muhammadiyah University Press
2020-04-01
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| Series: | Riset Akuntansi dan Keuangan Indonesia |
| Subjects: | |
| Online Access: | https://journals2.ums.ac.id/index.php/reaksi/article/view/9479 |
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