Cultural Holidays and Equity Returns
This dissertation studies the role of cultural holidays in equity pricing. In the first essay, we study individual stock returns in eleven major international markets that celebrate six cultural New Year holidays not on January 1st. Our results show that stock markets tend to outperform in days surr...
| Other Authors: | |
|---|---|
| Format: | Others |
| Language: | English English |
| Published: |
Florida State University
|
| Subjects: | |
| Online Access: | http://purl.flvc.org/fsu/fd/FSU_migr_etd-9291 |