Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "Day of the week effect"
Now showing items 1-2 of 2
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A comparative study of the day of the week effect in the emerging and frontier markets in Africa
(Strathmore University, 2015-11)The study focuses on comparing the daily share prices of five major stock markets in Africa comprising of the emerging and frontier markets in Africa. The study uses daily share prices of stock market indices of Botswana, ... -
Day of the week effect on stock returns and volatility in emerging and frontier markets in Africa
(Strathmore University, 2021)The study examines the day of the week effect on average stock returns and compares the daily price volatilities in emerging and frontier markets in Africa. The study focuses on eight key stock markets in Africa’s emerging ...
