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Original Articles

‘Turn-of the-month’ return effects for small cap Hong Kong stocks

Pages 891-898 | Published online: 23 Nov 2006

Keep up to date with the latest research on this topic with citation updates for this article.

Read on this site (2)

Jie Li, Xu Feng & Yongjie Zhang. (2022) Month-end effect on Chinese stock returns: explanation of the liquidity hypothesis. Asia-Pacific Journal of Accounting & Economics 29:5, pages 1283-1298.
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Paul B. McGuinness & Richard D. F. Harris. (2011) Comparison of the ‘turn-of-the-month’ and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen. Applied Financial Economics 21:13, pages 917-929.
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Articles from other publishers (5)

Muhammad Sarmad Irtiza, Shahbaz Khan, Nida Baig, Syed Muhammad Ali Tirmizi & Ilyas Ahmad. (2021) The turn-of-the-month effect in Pakistani stock market. Future Business Journal 7:1.
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Tianbao Zhou, Xinghao Li & Peng Wang. (2021) Statistics and Practice on the Trend’s Reversal and Turning Points of Chinese Stock Indices Based on Gann’s Time Theory and Solar Terms Effect. Mathematics 9:15, pages 1713.
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Werner Kristjanpoller Rodríguez & Teresita Arenas Yáñez. (2015) El efecto fin de mes en los principales mercados accionarios latinoamericanos. Contaduría y Administración 60:1, pages 53-86.
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Einari Jalonen, Sami Vähämaa & Janne Äijö. (2010) Turn-of-the-month and intramonth effects in government bond markets: Is there a role for macroeconomic news?. Research in International Business and Finance 24:1, pages 75-81.
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Marta Vidal & Javier Vidal-García. (2022) Turn of the Month Effect. SSRN Electronic Journal.
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