TY - BOOK AU - Dina Mohssen Hassan Mohamed AU - Osama Abdelkhalik Elansary , TI - The stock market volatility and return , the day of the week and weekend effect, the Egyptian case / PY - 2011/// CY - Cairo : PB - Dina Mohssen Hassan Mohamed , KW - Egyptian case KW - Return KW - The stock market volatility N1 - Thesis (M.Sc.) - Cairo University - Faculty of Commerce - Department of Business Administration; Issued also as CD N2 - 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 ER -