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

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-...

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Main Authors: Chia, Ricky Chee-Jiun, Liew, Venus Khim-Sen, Syed Azizi Wafa, Syed Khalid Wafa
Format: Article
Language:English
Published: Serials Publications 2011
Subjects:
Online Access:http://ir.unimas.my/id/eprint/18607/
http://ir.unimas.my/id/eprint/18607/7/DAY-OF-THE-WEEK%20EFFECTS%20%28abstract%29.pdf
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author Chia, Ricky Chee-Jiun
Liew, Venus Khim-Sen
Syed Azizi Wafa, Syed Khalid Wafa
author_facet Chia, Ricky Chee-Jiun
Liew, Venus Khim-Sen
Syed Azizi Wafa, Syed Khalid Wafa
author_sort Chia, Ricky Chee-Jiun
building UNIMAS Institutional Repository
collection Online Access
description 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-the-week effects information to avoid and reduce the risk when investing in these 3 stock markets. Further analysis using TGARCH model, uncover asymmetrical market reactions on the positive and negative news, rendering doubts on the appropriateness of the previous research that employed the symmetrical GARCH model in their analysis of day-of-the-week effects.
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institution Universiti Malaysia Sarawak
institution_category Local University
language English
last_indexed 2025-11-15T06:57:18Z
publishDate 2011
publisher Serials Publications
recordtype eprints
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spelling unimas-186072017-11-27T01:40:29Z http://ir.unimas.my/id/eprint/18607/ Day-Of-The-Week Effects: Evidence From The Chinese Stock Markets Chia, Ricky Chee-Jiun Liew, Venus Khim-Sen Syed Azizi Wafa, Syed Khalid Wafa HB Economic Theory 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-the-week effects information to avoid and reduce the risk when investing in these 3 stock markets. Further analysis using TGARCH model, uncover asymmetrical market reactions on the positive and negative news, rendering doubts on the appropriateness of the previous research that employed the symmetrical GARCH model in their analysis of day-of-the-week effects. Serials Publications 2011 Article PeerReviewed text en http://ir.unimas.my/id/eprint/18607/7/DAY-OF-THE-WEEK%20EFFECTS%20%28abstract%29.pdf Chia, Ricky Chee-Jiun and Liew, Venus Khim-Sen and Syed Azizi Wafa, Syed Khalid Wafa (2011) Day-Of-The-Week Effects: Evidence From The Chinese Stock Markets. Journal of International Economic Review, 4 (1). pp. 1-12. ISSN 0975-2080 http://serialsjournals.com/serialjournalmanager/pdf/1328597166.pdf
spellingShingle HB Economic Theory
Chia, Ricky Chee-Jiun
Liew, Venus Khim-Sen
Syed Azizi Wafa, Syed Khalid Wafa
Day-Of-The-Week Effects: Evidence From The Chinese Stock Markets
title Day-Of-The-Week Effects: Evidence From The Chinese Stock Markets
title_full Day-Of-The-Week Effects: Evidence From The Chinese Stock Markets
title_fullStr Day-Of-The-Week Effects: Evidence From The Chinese Stock Markets
title_full_unstemmed Day-Of-The-Week Effects: Evidence From The Chinese Stock Markets
title_short Day-Of-The-Week Effects: Evidence From The Chinese Stock Markets
title_sort day-of-the-week effects: evidence from the chinese stock markets
topic HB Economic Theory
url http://ir.unimas.my/id/eprint/18607/
http://ir.unimas.my/id/eprint/18607/
http://ir.unimas.my/id/eprint/18607/7/DAY-OF-THE-WEEK%20EFFECTS%20%28abstract%29.pdf