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Using stochastic dominance criterion to examine the day-of-the-week effect. (2012). C.-S. Hsieh, ; C.-T. Chen, .
In: Applied Financial Economics.
RePEc:taf:apfiec:v:22:y:2012:i:14:p:1207-1213.

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  1. A Review of Market Segmentation and Inefficiencies of the Chinese Stock Market. (2015). Stewart, Jon T ; Feng, Shuang.
    In: International Journal of Finance & Banking Studies.
    RePEc:rbs:ijfbss:v:4:y:2015:i:4:p:18-28.

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References

References cited by this document

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Cocites

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  1. Calendar anomalies in stock market returns: Evidence from Middle East countries. (2023). Zheng, Min ; Shehadeh, Ali A.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:88:y:2023:i:c:p:962-980.

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  2. Trading behaviour and market sentiment: Firm-level evidence from an emerging Islamic market. (2022). Anderson, Keith ; Uddin, Moshfique ; Chowdhury, Anup.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:53:y:2022:i:c:s1044028321000193.

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  3. The Impact of the Introduction of Index Futures on the Daily Returns Anomaly in the Ho Chi Minh Stock Exchange. (2021). Friday, Swint H ; Truong, Loc Dong.
    In: IJFS.
    RePEc:gam:jijfss:v:9:y:2021:i:3:p:43-:d:610883.

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  4. Day-of-the-week and month-of-the-year effects on French Small-Cap Volatility: the role of asymmetry and long memory. (2019). Chikhi, Mohamed ; BENDOB, ALI ; Siagh, Ahmed Ramzi.
    In: Eastern Journal of European Studies.
    RePEc:jes:journl:y:2019:v:10:p:221-248.

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  5. Spurious Seasonality Detection: A Non-Parametric Test Proposal. (2018). Judge, George ; Fernandez Bariviera, Aurelio ; Plastino, Angelo.
    In: Econometrics.
    RePEc:gam:jecnmx:v:6:y:2018:i:1:p:3-:d:127770.

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  6. Spurious seasonality detection: a non-parametric test proposal. (2018). Fernandez Bariviera, Aurelio ; Judge, George ; Plastino, Angelo.
    In: Papers.
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  7. A Generalized Autoregressive Conditional Heteroscedastic Approach for the Assessment of Weak-form-efficiency and Seasonality Effect: Evidence from Mauritius. (2016). Fauzel, Sheereen.
    In: International Journal of Economics and Financial Issues.
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  8. Day-of-the-Week Effects in the Indian stock market. (2013). P, Srinivasan ; M., Kalaivani, ; P., Srinivasan, .
    In: MPRA Paper.
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  9. An Econometric Analysis of Market Anomaly - Day of the Week Effect on a Small Emerging Market. (2013). Angelovska, Julijana.
    In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
    RePEc:hur:ijaraf:v:3:y:2013:i:1:p:314-322.

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  10. Using stochastic dominance criterion to examine the day-of-the-week effect. (2012). C.-S. Hsieh, ; C.-T. Chen, .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:22:y:2012:i:14:p:1207-1213.

    Full description at Econpapers || Download paper

  11. Common and local asymmetry and day-of-the-week effects among EU equity markets. (2011). Knif, Johan ; Pynnonen, Seppo ; Hogholm, Kenneth .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:11:y:2011:i:2:p:219-227.

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  12. Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets. (2010). Gupta, Rakesh ; Guidi, Francesco ; Maheshwari, Suneel .
    In: MPRA Paper.
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  13. Calendar Anomalies in the Ghana Stock Exchange. (2009). Panagiotidis, Theodore ; ALAGIDEDE, IMHOTEP.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:8:y:2009:i:1:p:1-23.

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  14. Testing the weak-form market efficiency and the day of the week effects of some African countries.. (2009). Guidi, Francesco ; Batuo, Michael ; Enowbi, Michael Batuo ; Mlambo, Kupukile.
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  15. The impact of portfolio aggregation on day-of-the-week effect: Evidence from Finland. (2009). Knif, Johan ; Hogholm, Kenneth .
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  16. The day?of?the?week effect and conditional volatility: Sensitivity of error distributional assumptions. (2008). Saadi, Samir ; Rahman, Abdul ; Baker, Kent H.
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  17. The day-of-the-week effect and conditional volatility: Sensitivity of error distributional assumptions. (2008). Saadi, Samir ; Rahman, Abdul ; Baker, Kent H..
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  18. Efficiency in emerging markets--Evidence from the MENA region. (2008). lucey, brian ; Lagoarde-Segot, Thomas.
    In: Journal of International Financial Markets, Institutions and Money.
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  19. The day-of-the-week effect in the Athens Stock Exchange (ASE). (2007). Tsangarakis, Nickolaos.
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  20. Day-of-the-week effect in the Taiwan foreign exchange market. (2007). Chiang, Yi-Chein ; Ke, Mei-Chu ; Liao, Tung Liang.
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  21. Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange.. (2006). Panagiotidis, Theodore ; ALAGIDEDE, PAUL.
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  22. The Day �of� The� Week Effect in the Colombia Stock Exchange. (2005). Gallego, Oscar.
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  23. The Asian crisis and calendar effects on stock returns in Thailand. (2005). Thompson, John ; Ruangrit, Yuphin ; Holden, Ken .
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