Emotions and stock market anomalies: a systematic review
While it is known that emotions affect financial markets, there has been little collective
examination of the literature in terms of identifying, for instance, which emotions, under what …
examination of the literature in terms of identifying, for instance, which emotions, under what …
Seasonalities in China's stock markets: cultural or structural?
L Ong - 2006 - papers.ssrn.com
In this paper, we examine returns in the Chinese A and B stock markets for evidence of
calendar anomalies. We find that both cultural and structural (segmentation) factors play an …
calendar anomalies. We find that both cultural and structural (segmentation) factors play an …
Information Efficiency in Financial Markets
LV Williams - Information Efficiency in Financial and Betting …, 2015 - books.google.com
This chapter examines some of the basic issues relating to the theory of information
efficiency in financial markets and, in particular, some of the definitions and distinctions …
efficiency in financial markets and, in particular, some of the definitions and distinctions …
Exchange holidays and stock price behavior on the Taiwan stock exchange
MC Ke, YS Huang - Journal of Statistics and Management Systems, 2007 - Taylor & Francis
This paper examines stock price behavior for all stocks listed on the Taiwan Stock Exchange
during exchange holidays over 1971–2000. The results indicate significantly higher return …
during exchange holidays over 1971–2000. The results indicate significantly higher return …