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Do Calendar Effects Still Exist in the Chinese Stock Markets?

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1996

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The day-of-the-week effect: The international evidence

257 cited

Cited by

2023Day-of-the-week effect and volatility in stock returns: evidence from the Indian stock market26 cited
2011Comparison of the ‘turn-of-the-month’ and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen25 cited
2011Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach21 cited