Day-Of-The-Week Effects: Evidence From The Chinese Stock Markets

• 主要な著者: Chia, Ricky Chee-Jiun, Liew, Venus Khim-Sen, Syed Azizi Wafa, Syed Khalid Wafa
• フォーマット: E-Article
• 言語: English
• 出版事項: Serials Publications 2011
• 主題: HB Economic Theory
• オンライン･アクセス: http://ir.unimas.my/id/eprint/18607/7/DAY-OF-THE-WEEK%20EFFECTS%20%28abstract%29.pdf; http://ir.unimas.my/id/eprint/18607/; http://serialsjournals.com/serialjournalmanager/pdf/1328597166.pdf

This study examines the day-of-the-week effects in the Hong Kong, Shanghai and Taiwan stock markets. The current findings on the mean returns and their volatility in the stock markets could be useful in designing the trading strategies and drawing investment decisions. Investors can use the day-of-...