Intra-week seasonality in stock market and fixed interest returns: further Australian evidence / by Phillip Brett.

Brett, Phillip. (1989). Intra-week seasonality in stock market and fixed interest returns: further Australian evidence / by Phillip Brett. Honours Thesis, School of Economics, The University of Queensland.

       
Author Brett, Phillip.
Thesis Title Intra-week seasonality in stock market and fixed interest returns: further Australian evidence / by Phillip Brett.
School, Centre or Institute School of Economics
Institution The University of Queensland
Publication date 1989
Thesis type Honours Thesis
Total pages 98
Language eng
Subjects 15 Commerce, Management, Tourism and Services
14 Economics
Formatted abstract
This thesis examines whether the day of the week anomaly documented in prior Australian studies has persisted through time, and to further extend the findings to include a number of fixed interest securities. The evidence presented indicated that for the period analysed, no significant differ existed in daily mean returns for both stocks and fixed interest securities, a results which differs greatly to those of previous studies.

Document type: Thesis
Collection: UQ Theses (non-RHD) - UQ staff and students only
 
Citation counts: Google Scholar Search Google Scholar
Created: Wed, 03 Nov 2010, 14:14:00 EST by Mr Kevin Liang on behalf of The University of Queensland Library