Concepedia

Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach

Hooi Hooi Lean, Russell Smyth, Wing‐Keung Wong

Journal of Multinational Financial Management · 2006 · 95 citations · 81 references

Open access

Concepts

BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsTime Series AnalysisAnomaly Detection In Time SeriesCapital MarketsMarket AnomaliesStochastic DominanceStock MarketsTemporal Dependence ModelingAsset Price AnomaliesCalendar AnomaliesCalendar DelaysExpected Return AnomaliesStochastic Dominance AnalysisStochastic Dominance RulesStock Market Anomalies

References

81

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

William F. Sharpe · The Journal of Finance · 1964 · 17.4K citations

Business, Economics, Finance +17

Stock returns and the weekend effect

Kenneth R. French · Journal of Financial Economics · 1980 · 2K citations

Business, Economics, Finance +14

Rules for Ordering Uncertain Prospects

Josef Hadar, William R. Russell · American Economic Review · 1969 · 1.7K citations

Business, Decision Sciences, Decision Analysis +11

The Efficiency Analysis of Choices Involving Risk

Giora Hanoch, Haim Levy · The Review of Economic Studies · 1969 · 1.4K citations

Business, Business Economics, Economics +17

Capital market seasonality: The case of stock returns

Michael S. Rozeff, William R. Kinney · Journal of Financial Economics · 1976 · 1.2K citations

Business, Economics, Finance +15