The Day-of-the-week Effect in the Hang Seng Index
This study finds the existence of Friday effect in the return of Hang Seng Index. This finding implies that the Hong Kong Stock market is inefficient with respect to price information. Besides, the Hang Seng Index returns are predictable and hence profitable trading strategies can be developed. Thus...
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| Main Authors: | , , |
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| Format: | E-Article |
| Language: | English |
| Published: |
EconBiz
2015
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/17988/1/5718adf508ae30c3f9f18743.pdf http://ir.unimas.my/id/eprint/17988/ https://www.researchgate.net/publication/301548746 |
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