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Applied Economics Volume 47, 2015 - Issue 23
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Original Articles

Is the efficient market hypothesis day-of-the-week dependent? Evidence from the banking sector

Paresh Kumar NarayanDeakin University, Melbourne321, AustraliaCorrespondence[email protected]
,
Seema NarayanRMIT University, Melbourne3000, Australia
,
Stephan PoppWestLB AG, Global Risk Management and Control, Dusseldorf, Germany
&
Huson Ali AhmedDeakin University, Melbourne321, Australia
Pages 2359-2378 | Published online: 05 Feb 2015

Citations (13)

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Qaiser Munir & Kok Sook Ching. (2019) Revisiting calendar effects in Malaysian finance stocks market: Evidence from threshold GARCH (TGARCH) model. Communications in Statistics - Theory and Methods 48:6, pages 1377-1400.
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Articles from other publishers (12)

Qaiser Munir & Sook Ching Kok. (2022) Weak-Form Efficiency of Shariah-compliant Finance Stocks: Evidence from KLSE of Malaysia. Weak-Form Efficiency of Shariah-compliant Finance Stocks: Evidence from KLSE of Malaysia.
Nicholas Roland, Jonathan Matusitz & Ray Sturm. (2021) The communicative impact of terrorist attacks on the financial marketplace: a perspective from the efficient market hypothesis. Crime, Law and Social Change 76:4, pages 337-366.
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Dimitrios Dadakas, Christos Karpetis & Stevi Tatsi. (2021) Trends and Structural Changes in Japanese Post-2011 Agri-Food Trade Flows. Japanese Journal of Agricultural Economics 23:0, pages 1-17.
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Konstantinos Gkillas, Dimitrios I. Vortelinos, Vassilios Babalos & Mark E. Wohar. (2021) Day-of-the-week effect and spread determinants: Some international evidence from equity markets. International Review of Economics & Finance 71, pages 268-288.
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Muhammad Rizwanullah, Lizhi Liang, Xiuyuan Yu, Jinan Zhou, Muhammad Nasrullah & Muhammad Uzair Ali. (2020) Exploring the Cointegration Relation among Top Eight Asian Stock Markets. Open Journal of Business and Management 08:03, pages 1076-1088.
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Jamel Jouini & Wajih Khallouli. (2019) Regime switching in the reactions of stock markets in Saudi Arabia to oil price variations. The World Economy 42:8, pages 2467-2506.
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Minyi Dong, Chun-Ping Chang, Qiang Gong & Yin Chu. (2019) Revisiting global economic activity and crude oil prices: A wavelet analysis. Economic Modelling 78, pages 134-149.
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Paresh Kumar Narayan, Susan Sunila Sharma & Dinh Hoang Bach Phan. (2016) Asset price bubbles and economic welfare. International Review of Financial Analysis 44, pages 139-148.
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Sook Ching Kok & Qaiser Munir. (2015) Malaysian finance sector weak-form efficiency: Heterogeneity, structural breaks, and cross-sectional dependence. Journal of Economics, Finance and Administrative Science 20:39, pages 105-117.
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Hyeongwoo Kim & Deockhyun Ryu. (2015) Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach. Economic Modelling 51, pages 227-241.
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Mei-Se Chien, Chien-Chiang Lee, Te-Chung Hu & Hui-Ting Hu. (2015) Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5. Economic Modelling 51, pages 84-98.
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Jamel Jouini. (2015) New empirical evidence from assessing financial market integration, with application to Saudi Arabia. Economic Modelling 49, pages 198-211.
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