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

• Main Authors: Chia, Ricky Chee-Jiun, Liew, Venus Khim-Sen, Syed Azizi Wafa, Syed Khalid Wafa
• 格式: E-Article
• 語言: English
• 出版: Serials Publications 2011
• 主題: HB Economic Theory
• 在線閱讀: 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-...