Add to ORKGThis study uncovers that there exists asymmetrical market reaction on the positive and negative news by the TGARCH, EGARCH and EGARCH – M models.Thus, investors could use the calendar anomaly in terms of asymmetrical behavior information to avoid and reduce the risk when investing in the Hong Kong stock market
Purpose: The purpose of this thesis is to study the possible existence of day-of-the-week effects an...
Purpose: The purpose of this thesis is to study the possible existence of day-of-the-week effects an...
This study examines the existence of day-of.the~week effect and asymmetrical market behavior in the ...
This study uncovers that there exists asymmetrical market reaction on the positive and negative news...
This study examines the day-of-the-week effects in the Hong Kong, Shanghai and Taiwan stock markets....
This study examines the calendar anomalies in the Malaysian stock market. Using various generalized ...
This study examines the calendar anomalies in the Malaysian stock market. Using various generalized ...
Efficient market hypothesis (EMH) states that stock price will fully reflect all the available infor...
This study examines the calendar anomalies in the Malaysian stock market. Using various generalized ...
This dissertation consists three chapters of studies on behavioral finance and its application to th...
This study examines the day-of-the-week effects in the Taiwan, Singapore, Hong Kong and South Korea ...
Recent research reveals that calendar effects have largely disappeared from stock markets. However, ...
Recent research reveals that calendar effects have largely disappeared from stock markets. However, ...
This paper examines the day of the week effect, the month of the year effect and the half-month effe...
This study examines the calendar anomalies in the Malaysian stock market. Using various generalized ...
Purpose: The purpose of this thesis is to study the possible existence of day-of-the-week effects an...
Purpose: The purpose of this thesis is to study the possible existence of day-of-the-week effects an...
This study examines the existence of day-of.the~week effect and asymmetrical market behavior in the ...
This study uncovers that there exists asymmetrical market reaction on the positive and negative news...
This study examines the day-of-the-week effects in the Hong Kong, Shanghai and Taiwan stock markets....
This study examines the calendar anomalies in the Malaysian stock market. Using various generalized ...
This study examines the calendar anomalies in the Malaysian stock market. Using various generalized ...
Efficient market hypothesis (EMH) states that stock price will fully reflect all the available infor...
This study examines the calendar anomalies in the Malaysian stock market. Using various generalized ...
This dissertation consists three chapters of studies on behavioral finance and its application to th...
This study examines the day-of-the-week effects in the Taiwan, Singapore, Hong Kong and South Korea ...
Recent research reveals that calendar effects have largely disappeared from stock markets. However, ...
Recent research reveals that calendar effects have largely disappeared from stock markets. However, ...
This paper examines the day of the week effect, the month of the year effect and the half-month effe...
This study examines the calendar anomalies in the Malaysian stock market. Using various generalized ...
Purpose: The purpose of this thesis is to study the possible existence of day-of-the-week effects an...
Purpose: The purpose of this thesis is to study the possible existence of day-of-the-week effects an...
This study examines the existence of day-of.the~week effect and asymmetrical market behavior in the ...