Day of the week effect in international portfolio diversification: January vs non-January

Japan and the World Economy

Volumn 9, Issue 3, 1997, Pages 335-352

  Tang, G Y N ^a   Kwok, K H ^b  

^a HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

^b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

Day of the week effect; International portfolio diversification; Rogalski's effect

Indexed keywords

EID: 0031206561     PISSN: 09221425     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0922-1425(96)00234-4     Document Type: Article

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