The impact of international crisis on the day-of-the-week effect
This paper analyzes the day-of-the-week effect in 9 stock indices, between 1992-2012, to determine whether there is a relation between this calendar anomaly and the level of market development (using the MSCI Market Classification list: that divides the markets by: Developed, Emerging and Frontier)....
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| Format: | masterThesis |
| Language: | eng |
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2015
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| Online Access: | http://hdl.handle.net/10071/8579 |
| Country: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/8579 |