A Study on Day-of-the-Week Effect in Taiwan Stock Exchange
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 91 === ABSTRACT Since Wachtel (1942) pointed out that seasonal anomaly returns existed in stock market, many scholars started to study the phenomena of anomalous returns in stock markets, such as the January effect of Rozeff and Kinney (1976) and Keim and Stambaugh (...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/39834587839120089777 |