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Day-of-the-week effects : evidence from the Chinese stock markets
Chia, Ricky Chee-Jiun; Liew, Venus Khim-sen; Syed Azizi … - In: Journal of international economic review 4 (2011) 1, pp. 51-62
Persistent link: https://www.econbiz.de/10009409633
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The day-of-the-week effect in the Hang Seng Index
Chia, Ricky Chee-Jiun; Liew, Venus Khim-sen; Syed Azizi … - In: The empirical economics letters : a monthly … 14 (2015) 2, pp. 107-111
Persistent link: https://www.econbiz.de/10011311272
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A re-examination on the calendar anomalies during Asian financial crisis : some empirical evidence from closure test principle and EGARCH-mean model
Chia, Ricky Chee-Jiun; Lim, Shiok Ye - In: Information efficiency and anomalies in Asian equity …, (pp. 69-88). 2017
Persistent link: https://www.econbiz.de/10011928433
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Evidence on the Day-of-The-Week Effect and Asymmetric Behavior in the Bombay Stock Exchange
Liew, Venus Khim-Sen - 2010
This study examines the existence of day-of-the-week effect and asymmetrical market behavior in the Bombay Stock Exchange (BSE) over the pre-9/11 and post-9/11 sub-periods. This study found the existence of significant positive Monday effect and negative Friday effect during the pre-9/11...
Persistent link: https://www.econbiz.de/10013135622