Calendar Anomalies in the Singapore and Chinese Stock Markets
This paper examines the day of the week effect, the month of the year effect and the half-month effect on index returns from 1 January 1999 to 30 December 2013. This study selects the Singapore and Chinese stock markets as basic cases, which are stands for development countries and developing countr...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2014
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| Online Access: | https://eprints.nottingham.ac.uk/27547/ |