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Quantitative Finance Volume 8, 2008 - Issue 4
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Comment and Analysis

Can the January anomaly in Taiwan's stock market be explained by the prospect theory?

Chin-Chen Chien National Cheng Kung University, The Graduate Institute of Finance, 1 University Road, Tainan 701, TaiwanCorrespondence[email protected]
&
Tsung-Cheng Chen Tainan University of Technology, Tainan, Taiwan
Pages 335-339 | Received 28 Mar 2007, Accepted 11 May 2007, Published online: 12 Jun 2008
 
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Notes

†See Jordan and Diltz (Citation2004), Garvey and Murphy (Citation2004), Locke and Mann (Citation2005), Locke and Onayev (Citation2005), among others.

‡We are indebted to an anonymous reviewer for this valuable suggestion.

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