Efficient market hypothesis and calendar effects: Empirical evidences from the Vietnam stock markets
نویسندگان
چکیده
منابع مشابه
Calendar Effects in Chinese Stock Market
Our paper examines calendar effects in Chinese stock market, particularly monthly and daily effects. Using individual stock returns, we observe the change of the calendar effect over time. In Shanghai and Shenzhen, the yearend effect was strong in 1991 – but disappeared later. As the Chinese year-end is in February, the highest returns can be achieved in March and April. Studying daily effects,...
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ژورنال
عنوان ژورنال: Accounting
سال: 2020
ISSN: 2369-7393,2369-7407
DOI: 10.5267/j.ac.2020.5.005