Day-of-the-Week Effect and Investors' Psychological Mood Testing in a Highly Mispriced Capital Market

Keyphrases

• Capital Markets 100%
• Day-of-the-week Effect 100%
• Speculative Stocks 100%
• Psychological Mood 100%
• Indonesia 66%
• Stock Price Index 66%
• Indonesian 33%
• High Risk 33%
• Design Methodology 33%
• Higher Returns 33%
• Selling 33%
• Asian Region 33%
• Period Effect 33%
• Indonesian Stock Market 33%
• Stock Market 33%
• LQ45 33%
• Psychological Effects 33%
• Robust Estimation 33%
• Heteroscedasticity 33%
• Serial Correlation 33%
• Mean Regression 33%
• Variance Regression 33%
• Kompas 100 33%
• Day-of-the-week Anomaly 33%

Economics, Econometrics and Finance

• Investors 100%
• Calendar Effect 100%
• Stock Price 50%
• Robust Statistics 25%