An empirical analysis of the Adaptive Market Hypothesis with calendar effects : evidence from China
Year of publication: |
2019
|
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Authors: | Xiong, Xiong ; Meng, Yongqiang ; Li, Xiao ; Shen, Dehua |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 31.2019, p. 321-333
|
Subject: | China stock market | Adaptive Market Hypothesis | Calendar effect | Investment strategy | China | Kalendereffekt | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Anlageverhalten | Behavioural finance |
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