The weekend effect on the Johannesburg stock exchange

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dc.contributor.advisorHobson, Janeen_ZA
dc.contributor.authorNash, Peteren_ZA
dc.date.accessioned2014-10-17T07:30:02Z
dc.date.available2014-10-17T07:30:02Z
dc.date.issued1994en_ZA
dc.descriptionBibliography: leaves 97-100.en_ZA
dc.description.abstractThe study of intraweek share return patterns has received considerable attention in the field of international research. This research has shown that share returns tend to be higher than average on the last trading day of the week and lower than average on the first. This anomaly has come to be known as the Weekend Effect. Explanations proffered for this phenomenon have failed adequately to justify the pattern of returns across the weekdays. These explanations include settlement period delays, dividend effects, measurement error in share prices, institutional features and the tendency for firms to release unfavourable information over the weekend. This study investigates day of the week effects on returns of the All Share Index, Industrial Index and Gold Index on the Johannesburg Stock Exchange.en_ZA
dc.identifier.apacitationNash, P. (1994). <i>The weekend effect on the Johannesburg stock exchange</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,School of Management Studies. Retrieved from http://hdl.handle.net/11427/8474en_ZA
dc.identifier.chicagocitationNash, Peter. <i>"The weekend effect on the Johannesburg stock exchange."</i> Thesis., University of Cape Town ,Faculty of Commerce ,School of Management Studies, 1994. http://hdl.handle.net/11427/8474en_ZA
dc.identifier.citationNash, P. 1994. The weekend effect on the Johannesburg stock exchange. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Nash, Peter AB - The study of intraweek share return patterns has received considerable attention in the field of international research. This research has shown that share returns tend to be higher than average on the last trading day of the week and lower than average on the first. This anomaly has come to be known as the Weekend Effect. Explanations proffered for this phenomenon have failed adequately to justify the pattern of returns across the weekdays. These explanations include settlement period delays, dividend effects, measurement error in share prices, institutional features and the tendency for firms to release unfavourable information over the weekend. This study investigates day of the week effects on returns of the All Share Index, Industrial Index and Gold Index on the Johannesburg Stock Exchange. DA - 1994 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 1994 T1 - The weekend effect on the Johannesburg stock exchange TI - The weekend effect on the Johannesburg stock exchange UR - http://hdl.handle.net/11427/8474 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/8474
dc.identifier.vancouvercitationNash P. The weekend effect on the Johannesburg stock exchange. [Thesis]. University of Cape Town ,Faculty of Commerce ,School of Management Studies, 1994 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/8474en_ZA
dc.language.isoeng
dc.publisher.departmentSchool of Management Studiesen_ZA
dc.publisher.facultyFaculty of Commerceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherBusiness Scienceen_ZA
dc.titleThe weekend effect on the Johannesburg stock exchangeen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMBusScen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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