Haroon, Muhammad Arshad; Shah, Nida - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 7 (2013) 2, pp. 381-393
This paper investigates Day-of-the-Week Effect in stock returns in the primary equity market Karachi Stock Exchange (KSE) of Pakistan by employing OLS regression approach. Data consists of daily closing prices of KSE-100 Index from January 01, 2004 to December 30, 2011. A traditional method of...
