Investor irrational trading behaviour in Malaysian stock market: day of the week effect / Jecilee Pulcheria

Pulcheria, Jecilee (2019) Investor irrational trading behaviour in Malaysian stock market: day of the week effect / Jecilee Pulcheria. [Student Project] (Submitted)

Abstract

This study analyses the day of week effect on Malaysia Stock Market for three different market capitalization in FTSE Bursa Malaysia indices series: FTSE Bursa Malaysia KLCI Index (Large Cap), FTSE Bursa Malaysia Mid 70 index (Medium Cap) and FTSE Bursa Malaysia Small Cap Index. Using the most recent data from 23rd November 2009 – 31st December 2018, this study employs OLS method to investigate the effect in Malaysia. It was found that the Monday effect with negative return only presence on FTSE Bursa Malaysia Mid 70 index and FTSE Bursa Malaysia Small Cap Index.

Metadata

Item Type:	Student Project
Creators:	Creators Email / ID Num. Pulcheria, Jecilee 2016351391
Contributors:	Contribution Name Email / ID Num. Advisor Tuyon, Jasman jasma402@uitm.edu.my Contributor Bujang, Professor Ts. Dr. Imbarine imbar074@uitm.edu.my
Subjects:	H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock exchanges. Insider trading in securities
Divisions:	Universiti Teknologi MARA, Sabah > Kota Kinabalu Campus > Faculty of Business and Management
Programme:	Bachelor of Business Administration (Hons) Finance
Keywords:	Stock return; Cap; Stock volume
Date:	2019
URI:	https://ir.uitm.edu.my/id/eprint/118181