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
The Chinese stock market is a remarkable emerging market, the two stock markets Shanghai and Shenzhe...
In this paper, I examine the short-run and long-run performance of the largest 49 stocks in Hong Kon...
Traditional asset pricing theory suggests that to compensate for the uncertainty that investors bear...
This study uncovers that there exists asymmetrical market reaction on the positive and negative news...
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 day-of-the-week effects in the Hong Kong, Shanghai and Taiwan stock markets....
This dissertation consists three chapters of studies on behavioral finance and its application to th...
This study examines the calendar anomalies in the Malaysian stock market. Using various generalized ...
This paper explores a new data set of the profit alerts from electronic disclosure in the Hong Kong ...
This paper uses daily data to investigate the behavior of institutional investors in Taiwan’s sto...
This paper uses daily data to investigate the behavior of institutional investors in Taiwan’s sto...
This study examined the existence of the daily pattern of calendar anomalies and asymmetrical behavi...
This study examines the calendar anomalies in the Malaysian stock market. Using various generalized ...
ABSTRACT This study examines the pre-CLNY (Chinese Lunar New Year) effect in the pre-holiday return...
The Chinese stock market is a remarkable emerging market, the two stock markets Shanghai and Shenzhe...
In this paper, I examine the short-run and long-run performance of the largest 49 stocks in Hong Kon...
Traditional asset pricing theory suggests that to compensate for the uncertainty that investors bear...
This study uncovers that there exists asymmetrical market reaction on the positive and negative news...
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 day-of-the-week effects in the Hong Kong, Shanghai and Taiwan stock markets....
This dissertation consists three chapters of studies on behavioral finance and its application to th...
This study examines the calendar anomalies in the Malaysian stock market. Using various generalized ...
This paper explores a new data set of the profit alerts from electronic disclosure in the Hong Kong ...
This paper uses daily data to investigate the behavior of institutional investors in Taiwan’s sto...
This paper uses daily data to investigate the behavior of institutional investors in Taiwan’s sto...
This study examined the existence of the daily pattern of calendar anomalies and asymmetrical behavi...
This study examines the calendar anomalies in the Malaysian stock market. Using various generalized ...
ABSTRACT This study examines the pre-CLNY (Chinese Lunar New Year) effect in the pre-holiday return...
The Chinese stock market is a remarkable emerging market, the two stock markets Shanghai and Shenzhe...
In this paper, I examine the short-run and long-run performance of the largest 49 stocks in Hong Kon...
Traditional asset pricing theory suggests that to compensate for the uncertainty that investors bear...