Weekend Effect in African Stock Markets

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dc.contributor.authorKra, Brinwa
dc.contributor.authorLu, Xing
dc.contributor.authorYin, Haiyan
dc.date.accessioned2020-11-03T18:53:11Z
dc.date.available2020-11-03T18:53:11Z
dc.date.issued2019-11
dc.description.abstractThis study investigates daily stock market anomalies in the African stock markets, using two most representative stock index ETFs, each over at least eleven-year time period spanning from pre-financial crisis era to ten years into the financial crisis. This research attempts to test the presence of the weekend effect on stock returns in the African stock exchanges during the financial crisis. The results indicate a significant negative effect on Mondays. Our results shed some light on the degree of market efficiency in one of the major emerging capital markets in the world. Keywords: Monday Effect, Weekend Effect, African stock marketen
dc.format.extent6 pages
dc.format.mimetypePDF
dc.identifier.citationKra, Brinwa Kra, et al. “The Weekend Effect in African Stock Markets.” International Journal of Business and Applied Social Science, vol. 5, no. 11, Nov. 2019, pp. 45–49, doi:10.33642/ijbass.v5n11p6.en
dc.identifier.doihttps://doi.org/10.33642/ijbass.v5n11p6
dc.identifier.urihttps://hdl.handle.net/2022/25913
dc.language.isoenen
dc.publisherCenter for Promoting Education and Researchen
dc.subject.lcshStock exchanges -- Africa
dc.titleWeekend Effect in African Stock Marketsen
dc.typeArticleen

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