The Existence of ''reverse'' Weekend Effect: the Case of Nairobi Stock Exchange

dc.contributor.author	Cherutoi, Elima K
dc.date.accessioned	2018-10-08T07:38:55Z
dc.date.available	2018-10-08T07:38:55Z
dc.date.issued	2006-11
dc.identifier.uri	http://hdl.handle.net/11295/103916
dc.description.abstract	The objective of this study was to investigate whether the NSE exhibits the reverse weekend effect. The reverse weekend effect anomaly purports that Monday returns are significantly positive and larger than those on other days of the week. The data used in this study consisted of daily stock returns of 32 sampled companies listed continuously at the NSE from 1st January 2001 to 31st December 2005.........................................	en_US
dc.language.iso	en	en_US
dc.publisher	University of Nairobi	en_US
dc.title	The Existence of ''reverse'' Weekend Effect: the Case of Nairobi Stock Exchange	en_US
dc.type	Thesis	en_US