This paper takes a sample of Australian listed equities of companies which changed their name in the period 1/1/1990 to 31/12/1994. This sample known as the tota sample group. Two other samples were also formed based on whether the name change was major or minor, and whether at the time or...

The weekend effect is an empirical enomaly that has attracted substantial attention. Following the work of Connoly (1989) it is necessary to revisit previous empirical work. In this paper we examine the weekend effect in Malaysia over the period 1986-1993.