Day-of-the-week effects in US and Asia-Pacific stock markets during the Asian financial crisis: A non-parametric approach

Omega

Volumn 33, Issue 3, 2005, Pages 277-282

  Hui, Tak Kee ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Kruskal Wallis test; Normality; Stock markets; Weekend effect

Indexed keywords

COMMERCE;

ASIAN FINANCIAL CRISIS; DAY-OF-THE-WEEK EFFECT; HONG-KONG; KRUSKAL-WALLIS TESTS; NONPARAMETRIC APPROACHES; NORMALITY; RE-TURN-ON; SINGAPORE; WEEKEND EFFECTS;

FINANCIAL MARKETS;

EID: 11144255198     PISSN: 03050483     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.omega.2004.05.005     Document Type: Article

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