Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach
- Lean, H.H.
- Smyth, R.
- Wong, W.-K.
DOIAbstract
10.1016/j.mulfin.2006.05.003Journal of Multinational Financial Management172125-14
10.1016/j.mulfin.2006.05.003Journal of Multinational Financial Management172125-14
This study examines the calendar anomalies in the Malaysian stock market. Using various generalized ...
This study examines the daily stock returns in the Singapore market over a 20 year period from 1975 ...
Anomalies are those irregularities that cannot be defined by the standard finance theories. In this ...
Extensive evidence on the prevalence of calendar effects suggests that there exists abnormal returns...
Extensive evidence on the prevalence of calendar effects suggests that there exists abnormal returns...
Extensive evidence on the prevalence of calendar effects suggests that there exists abnormal returns...
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 ...
To challenge the appropriateness of the theory of the weak-form market efficiency, this study examin...
The presence of the calendar effect has been recognized in equity markets throughout the world. Most...
Anomaly phenomena in many stock markets show various research findings. The different research findi...
Anomaly phenomena in many stock markets show various results achieved by each researcher. The variou...
ABSTRAK studi ini adalah untuk menguji efek hart dan pergantian bulan tertentu (Calender Anomalies) ...
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 ...
This study examines the daily stock returns in the Singapore market over a 20 year period from 1975 ...
Anomalies are those irregularities that cannot be defined by the standard finance theories. In this ...
Extensive evidence on the prevalence of calendar effects suggests that there exists abnormal returns...
Extensive evidence on the prevalence of calendar effects suggests that there exists abnormal returns...
Extensive evidence on the prevalence of calendar effects suggests that there exists abnormal returns...
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 ...
To challenge the appropriateness of the theory of the weak-form market efficiency, this study examin...
The presence of the calendar effect has been recognized in equity markets throughout the world. Most...
Anomaly phenomena in many stock markets show various research findings. The different research findi...
Anomaly phenomena in many stock markets show various results achieved by each researcher. The variou...
ABSTRAK studi ini adalah untuk menguji efek hart dan pergantian bulan tertentu (Calender Anomalies) ...
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 ...
This study examines the daily stock returns in the Singapore market over a 20 year period from 1975 ...
Anomalies are those irregularities that cannot be defined by the standard finance theories. In this ...
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