메뉴 건너뛰기




Volumn 9, Issue 6, 1999, Pages 551-565

The weekday effect on the Shanghai stock exchange

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0039444347     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031099332014     Document Type: Article
Times cited : (7)

References (24)
  • 1
    • 0001913449 scopus 로고
    • Anomalies or illusions? -evidence from stock markets in eighteen countries
    • Agrawal, A. and Tandon, D. (1994) Anomalies or illusions? -Evidence from stock markets in eighteen countries, Journal of International Money and Finance, 13.
    • (1994) Journal of International Money and Finance , vol.13
    • Agrawal, A.1    Tandon, D.2
  • 2
    • 84963396980 scopus 로고
    • Day of the week effect on the greek stock market
    • Alexakis, P. and Xanthakis, M. (1995) Day of the week effect on the Greek Stock Market, Applied Financial Economics, 5, 43-50.
    • (1995) Applied Financial Economics , vol.5 , pp. 43-50
    • Alexakis, P.1    Xanthakis, M.2
  • 3
    • 0000643615 scopus 로고
    • High stock returns before holidays: Existence and evidence on possible causes
    • Ariel, R. A. (1990) High stock returns before holidays: existence and evidence on possible causes, The Journal of Finance, 45(5), 1611-26.
    • (1990) The Journal of Finance , vol.45 , Issue.5 , pp. 1611-1626
    • Ariel, R.A.1
  • 5
  • 7
    • 84977710525 scopus 로고
    • Seasonality in the risk-return relationship: Some international evidence
    • Corhay, A., Hawawini, G. and Michel, P. (1987) Seasonality in the risk-return relationship: some international evidence, The Journal of Finance, 42(1), 49-68.
    • (1987) The Journal of Finance , vol.42 , Issue.1 , pp. 49-68
    • Corhay, A.1    Hawawini, G.2    Michel, P.3
  • 8
    • 0002897891 scopus 로고
    • Price movements on Fridays and Mondays
    • Cross, F. (1973) Price movements on Fridays and Mondays, Financial Analysts Journal, 29(6), 67-79.
    • (1973) Financial Analysts Journal , vol.29 , Issue.6 , pp. 67-79
    • Cross, F.1
  • 9
    • 84977703147 scopus 로고
    • Further evidence on investor overreaction and stock market seasonality
    • DeBondt, W. F. M. and Thaler, R. H. (1987) Further evidence on investor overreaction and stock market seasonality, The Journal of Finance, 42(3), 557-81.
    • (1987) The Journal of Finance , vol.42 , Issue.3 , pp. 557-581
    • DeBondt, W.F.M.1    Thaler, R.H.2
  • 10
    • 0039070713 scopus 로고
    • A possible explanation of the weekday effect
    • Dyl, E. A. and Maberly, E. D. (1988) A possible explanation of the weekday effect, Financial Analysts Journal, 44(3), 83-84.
    • (1988) Financial Analysts Journal , vol.44 , Issue.3 , pp. 83-84
    • Dyl, E.A.1    Maberly, E.D.2
  • 12
    • 49149143225 scopus 로고
    • Stock returns and the weekend effect
    • French, K. (1980) Stock returns and the weekend effect, Journal of Financial Economics, 8, 55-69.
    • (1980) Journal of Financial Economics , vol.8 , pp. 55-69
    • French, K.1
  • 13
    • 0000334056 scopus 로고
    • Day of the week effects and asset returns
    • Gibbons, M. and Hess, P. (1981) Day of the week effects and asset returns, Journal of Business, 54(5), 579-96.
    • (1981) Journal of Business , vol.54 , Issue.5 , pp. 579-596
    • Gibbons, M.1    Hess, P.2
  • 14
    • 80051899787 scopus 로고
    • The week-end effect in common stock returns: The international evidence
    • Jaffe, J. and Westerfield, R. (1985) The week-end effect in common stock returns: the international evidence, The Journal of Finance, 40(2), 433-54.
    • (1985) The Journal of Finance , vol.40 , Issue.2 , pp. 433-454
    • Jaffe, J.1    Westerfield, R.2
  • 15
    • 38249022837 scopus 로고
    • Is there a monthly effect in stock market returns?
    • Jaffe, J. and Westerfield, R. (1989) Is there a monthly effect in stock market returns? Journal of Banking and Finance, 13, 237-44.
    • (1989) Journal of Banking and Finance , vol.13 , pp. 237-244
    • Jaffe, J.1    Westerfield, R.2
  • 17
    • 84944830455 scopus 로고
    • New findings regarding day-of-the-week returns over trading and non-trading periods: A note
    • Rogalski, R. J. (1984) New findings regarding day-of-the-week returns over trading and non-trading periods: a note, The Journal of Finance, 39(5), 1603-14.
    • (1984) The Journal of Finance , vol.39 , Issue.5 , pp. 1603-1614
    • Rogalski, R.J.1
  • 18
    • 33845632902 scopus 로고
    • Capital market seasonality: The case of stock returns
    • Rozeff, M. S. and Kinny, Jr W. R. (1976) Capital market seasonality: the case of stock returns, Journal of Financial Economics, 3(4), 379-402.
    • (1976) Journal of Financial Economics , vol.3 , Issue.4 , pp. 379-402
    • Rozeff, M.S.1    Kinny W.R., Jr.2
  • 21
    • 0011404373 scopus 로고
    • The distribution of daily stock returns and settlement procedures: The Paris Bourse
    • Solnik, B. (1990) The distribution of daily stock returns and settlement procedures: the Paris Bourse, The Journal of Finance, 45(5), 1601-10.
    • (1990) The Journal of Finance , vol.45 , Issue.5 , pp. 1601-1610
    • Solnik, B.1
  • 24
    • 0002368020 scopus 로고
    • Day-of-the-week effect: Evidence from the developing stock markets
    • Wong, K. A., Hui, T. K. and Chan, C. Y. (1992) Day-of-the-week effect: evidence from the developing stock markets, Applied Financial Economics, 2, 49-56.
    • (1992) Applied Financial Economics , vol.2 , pp. 49-56
    • Wong, K.A.1    Hui, T.K.2    Chan, C.Y.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.