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The weekend effect on the Johannesburg stock exchange
Bibliography: leaves 97-100.
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
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School of Management Studies
2014
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| _version_ | 1867614490376273920 |
|---|---|
| access_status_str | Open Access |
| author | Nash, Peter |
| author2 | Hobson, Jane |
| author_browse | Hobson, Jane Nash, Peter |
| author_facet | Hobson, Jane Nash, Peter |
| author_sort | Nash, Peter |
| collection | Thesis |
| description | Bibliography: leaves 97-100. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/8474 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:52:52.419Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | School of Management Studies |
| publisherStr | School of Management Studies |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/8474 The weekend effect on the Johannesburg stock exchange Nash, Peter Hobson, Jane Business Science Bibliography: leaves 97-100. 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. 2014-10-17T07:30:02Z 2014-10-17T07:30:02Z 1994 Master Thesis Masters MBusSc http://hdl.handle.net/11427/8474 eng application/pdf School of Management Studies Faculty of Commerce University of Cape Town |
| spellingShingle | Business Science Nash, Peter The weekend effect on the Johannesburg stock exchange |
| thesis_degree_str | Master's |
| title | The weekend effect on the Johannesburg stock exchange |
| title_full | The weekend effect on the Johannesburg stock exchange |
| title_fullStr | The weekend effect on the Johannesburg stock exchange |
| title_full_unstemmed | The weekend effect on the Johannesburg stock exchange |
| title_short | The weekend effect on the Johannesburg stock exchange |
| title_sort | weekend effect on the johannesburg stock exchange |
| topic | Business Science |
| url | http://hdl.handle.net/11427/8474 |
| work_keys_str_mv | AT nashpeter theweekendeffectonthejohannesburgstockexchange AT nashpeter weekendeffectonthejohannesburgstockexchange |