The stock market volatility and return , the day of the week and weekend effect, the Egyptian case /
تذبذب العائد والخطر بسوق رأس المال : تأثير أيام وعطلة نهاية الأسبوع على السوق المصرى
Dina Mohssen Hassan Mohamed ; Supervised Osama Abdelkhalik Elansary
- Cairo : Dina Mohssen Hassan Mohamed , 2011
- 97 Leaves : charts ; 30cm
Thesis (M.Sc.) - Cairo University - Faculty of Commerce - Department of Business Administration
This research examines the existence of day of the week and weekend effects on the Egyptian stock market return and volatility , applied on the EGX30, which is the general and most popular Index in Egypt . EGX30 is construced of 30 of the most traded companies in terms of the trading volume . The researcher used the closing prices of the Index for the period from 1- 1- 1998 through 22-7-2009 , and for the following sub - periods