Day-of-the-week effect in the Taiwan foreign exchange market

Journal of Banking and Finance

Volumn 31, Issue 9, 2007, Pages 2847-2865

  Ke, Mei Chu ^a   Chiang, Yi Chein ^b   Liao, Tung Liang ^b  

^a NATIONAL CHIN YI UNIVERSITY OF TECHNOLOGY   (Taiwan)

^b FENG CHIA UNIVERSITY   (Taiwan)

Author keywords

Day of the week effect; Efficient set; Stochastic dominance theory

Indexed keywords

EID: 34548046030     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2007.03.005     Document Type: Article

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