Calendar Anomalies in the Singapore and Chinese Stock Markets

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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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Bibliographic Details
Main Author:	Zhao, Jingkun
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2014
Online Access:	https://eprints.nottingham.ac.uk/27547/

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