Comparative Study of Lunar Phases on Stock Returns between Taiwan and the U.S.

碩士 === 國立高雄第一科技大學 === 金融研究所 === 101 === This paper investigates whether the lunar phases influence stock market returns. We use daily returns of Taiwan Weighted Stock Index and four major U.S. indices (DJIA, S&P500, NYSE and NASDAQ) and compare the two markets if there is a different phenomenon...

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Bibliographic Details
Main Authors: Szu-Ting Chen, 陳思婷
Other Authors: Ming-Chun Wang
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/43434715831280826740