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

Hooi Hooi Lean, Russell Leigh Smyth, Wing-Keung Wong

Research output: Contribution to journalArticleResearchpeer-review

33 Citations (Scopus)
Original languageEnglish
Pages (from-to)125 - 141
Number of pages17
JournalJournal of Multinational Financial Management
Volume17
Issue number2
Publication statusPublished - 2007

Cite this

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title = "Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach",
author = "Lean, {Hooi Hooi} and Smyth, {Russell Leigh} and Wing-Keung Wong",
year = "2007",
language = "English",
volume = "17",
pages = "125 -- 141",
journal = "Journal of Multinational Financial Management",
issn = "1042-444X",
publisher = "Elsevier",
number = "2",

}

Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach. / Lean, Hooi Hooi; Smyth, Russell Leigh; Wong, Wing-Keung.

In: Journal of Multinational Financial Management, Vol. 17, No. 2, 2007, p. 125 - 141.

Research output: Contribution to journalArticleResearchpeer-review

TY - JOUR

T1 - Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach

AU - Lean, Hooi Hooi

AU - Smyth, Russell Leigh

AU - Wong, Wing-Keung

PY - 2007

Y1 - 2007

M3 - Article

VL - 17

SP - 125

EP - 141

JO - Journal of Multinational Financial Management

JF - Journal of Multinational Financial Management

SN - 1042-444X

IS - 2

ER -