SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Chinese Lunar New Year effect in Asian stock markets, 1999–2012 · Study

ArticleShelves

ArticleChinese Lunar New Year effect in Asian stock markets, 1999–2012

Tian Yuan2014

Article2014

Chinese Lunar New Year effect in Asian stock markets, 1999–2012

Tian Yuan · Rakesh Gupta

55 citations·0/0 files stored·The Quarterly Review of Economics and Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 55 citations exist upstream.

References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1986Generalized autoregressive conditional heteroskedasticity 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model 1983Size-related anomalies and stock return seasonality 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective 1991Window Dressing by Pension Fund Managers

Cited by

2017The impact of religious practice on stock returns and volatility 2017Mood, religious experience and the Ramadan effect

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2013Another look at the holiday effectarticle · 14 shared references 2005A re-examination of the holiday effect in stock returns: the case of Hong Kongarticle · 10 shared references 2002The anomalies that aren't there: the weekend, January and pre-holiday effects on the all gold index on the Johannesburg Stock Exchange 1987-1997article · 9 shared references 2009Firm Size and the Pre-Holiday Effect in New Zealandarticle · 9 shared references 2011Comparison of the ‘turn-of-the-month’ and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhenarticle · 9 shared references 2015The efficient market hypothesis and calendar anomalies: a literature reviewarticle · 8 shared references

Details

Year2014

Typearticle

Published2014-07-08

VenueThe Quarterly Review of Economics and Finance

ISSN-L1062-9769

Languageen

Citations55

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.qref.2014.06.001

openalex_workW2130164033

Links

Imported from OpenAlex (CC0) — nothing here is generated.