Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach

Journal of Multinational Financial Management

Volumn 17, Issue 2, 2007, Pages 125-141

  Lean, Hooi Hooi ^a,b   Smyth, Russell ^a   Wong, Wing Keung ^c  

^a MONASH UNIVERSITY   (Australia)

^b SCHOOL OF PHYSICS   (Malaysia)

^c NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Asian markets; Calendar anomalies; Stochastic dominance

Indexed keywords

EID: 33847008640     PISSN: 1042444X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.mulfin.2006.05.003     Document Type: Article

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