The article investigates the day-of-the-week effect in the Italian stock market, focusing on the MIB index at the sectoral level. It explores whether certain days of the week show consistent patterns of stock price movements. The researchers found that Mondays and Tuesdays tend to have the largest falls in stock prices in Italy, which may be influenced by factors like settlement procedures and trading volume. The study also looks at how efficient different sectors of the market are in reflecting information accurately.