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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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YuJan Shen & KuanFu Shen. (2022) Extreme market movements, the disposition effect, and subsequent return spreads: evidence from China. Applied Economics Letters 29:9, pages 801-804.
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El Mehdi Ferrouhi, Omar Kharbouch, Samir Aguenaou & Muhammad Naeem. (2021) Calendar anomalies in African stock markets. Cogent Economics & Finance 9:1.
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Yujan Shen, Chienjen Hung, Jrjung Chiou & Kuanfu Shen. (2020) The January Effect and Prospect Theory in Taiwan. Emerging Markets Finance and Trade 56:5, pages 1113-1123.
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Guy Kaplanski & Haim Levy. (2012) The holiday and Yom Kippur War sentiment effects: the Tel Aviv Stock Exchange (TASE). Quantitative Finance 12:8, pages 1283-1298.
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Riste Ichev & Matej Marinč. (2018) Stock prices and geographic proximity of information: Evidence from the Ebola outbreak. International Review of Financial Analysis 56, pages 153-166.
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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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