Dina Mohssen Hassan Mohamed

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



Egyptian case Return The stock market volatility