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Original Articles

The January effect and monthly seasonality in the Hang Seng index: 1985-97

Pages 121-123 | Published online: 06 Oct 2010

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Read on this site (7)

Kenji Matsui. (2011) Accounting year-end dispersion and seasonality in the Japanese corporate bond market. Applied Economics 43:26, pages 3733-3744.
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Cristina Ortiz, Gloria Ramírez & Luis Vicente. (2010) Quarterly return patterns in the Spanish stock market. Applied Financial Economics 20:23, pages 1829-1838.
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Hsiao-Peng Fu & Andrew Wood. (2010) Momentum in Taiwan: seasonality matters!. Applied Economics Letters 17:13, pages 1247-1253.
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Chin-Chen Chien & Tsung-Cheng Chen. (2007) The impact of Lunar New Year on the January anomaly in Taiwan's stock market. Applied Economics Letters 14:14, pages 1075-1077.
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Talla M. Al-Deehani. (2006) Seasonality as an unobservable component: the case of Kuwait stock market. Applied Financial Economics 16:6, pages 471-478.
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J. Andrew Coutts & Kwong-C. Cheung. (2000) Trading rules and stock returns: some preliminary short run evidence from the Hang Seng 1985-1997. Applied Financial Economics 10:6, pages 579-586.
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Articles from other publishers (13)

Rajesh Elangovan, Francis Gnanasekar Irudayasamy & Satyanarayana Parayitam. (2022) Month-of-the-Year Effect: Empirical Evidence from Indian Stock Market. Asia-Pacific Financial Markets 29:3, pages 449-476.
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Eddie C. M. Hui & Ka Kwan Kevin Chan. (2018) NEW TESTS OF CALENDAR EFFECTS ON EQUITY AND SECURITIZED REAL ESTATE MARKETS. International Journal of Strategic Property Management 22:4, pages 314-336.
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Harshita Harshita, Shveta Singh & Surendra S. Yadav. (2018) Calendar anomaly: unique evidence from the Indian stock market. Journal of Advances in Management Research 15:1, pages 87-108.
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Ceyda Aktan, Eyyup Ensari Sahin & Ilhan Kucukkaplan. 2018. Financial Management from an Emerging Market Perspective. Financial Management from an Emerging Market Perspective.
Eddie C. M. Hui & Ka Kwan Kevin Chan. (2016) Testing Calendar Effects of International Equity and Real Estate Markets. The Journal of Real Estate Finance and Economics 56:1, pages 140-158.
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Chieh-Shuo Chen, Jia-Chi Cheng, Fang-Chi Lin & Chihwei Peng. (2017) The role of house money effect and availability heuristic in investor behavior. Management Decision 55:8, pages 1598-1612.
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Eddie C.M. Hui & Ka Kwan Kevin Chan. (2015) Testing calendar effects on global securitized real estate markets by Shiryaev-Zhou index. Habitat International 48, pages 38-45.
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Paul AlagidedeTheodore Panagiotidis. (2009) Calendar Anomalies in the Ghana Stock Exchange. Journal of Emerging Market Finance 8:1, pages 1-23.
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Mark Schaub, Bun Song Lee & Sun Eae Chun. 2008. 169 195 .
TERENCE TAI-LEUNG CHONG & LILY LOK. (2011) THE IMPACT OF THE 1997 HANDOVER ON THE EFFICIENCY OF THE HONG KONG STOCK MARKET. The Singapore Economic Review 52:01, pages 27-38.
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Hooi Hooi Lean, Russell Smyth & Wing-Keung Wong. (2007) Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach. Journal of Multinational Financial Management 17:2, pages 125-141.
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Leighton Vaughan Williams. 2009. Information Efficiency in Financial and Betting Markets. Information Efficiency in Financial and Betting Markets 5 83 .
Ken Holden, John Thompson & Yuphin Ruangrit. (2005) The Asian crisis and calendar effects on stock returns in Thailand. European Journal of Operational Research 163:1, pages 242-252.
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