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Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach · Study

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ArticleRevisiting calendar anomalies in Asian stock markets using a stochastic dominance approach

Hooi Hooi Lean2006

OA

Articlegreen2006

Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach

Hooi Hooi Lean · Russell Smyth · Wing‐Keung Wong

92 citations·0/0 files stored·Journal of Multinational Financial Management

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

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References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1980Stock returns and the weekend effect 1969Rules for Ordering Uncertain Prospects 2012How to Rate Management of Investment Funds 1969The Efficiency Analysis of Choices Involving Risk 1976Capital market seasonality: The case of stock returns 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective 1981Day of the Week Effects and Asset Returns

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Year2006

Typearticle

Published2006-06-24

VenueJournal of Multinational Financial Management

ISSN-L1042-444X

Languageen

Citations92

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.mulfin.2006.05.003

openalex_workW2155132415

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