search query: @author Lee, I. / total: 12
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| Author: | Lee, I. |
| Title: | Stock market seasonality: some evidence from the Pacific-Basin countries. |
| Journal: | Journal of Business Finance and Accounting
1992 : JAN, VOL. 19:2, p. 199-210 |
| Index terms: | PACIFIC, THE STOCK MARKETS STOCK RETURNS |
| Language: | eng |
| Abstract: | This study examines seasonality and the relationship between the stock return performances in Asia's five leading markets: Japan, Korea, Taiwan, Hong Kong , and Singapore. Korea has abnormally high December returns and low January returns. However, both the January and December returns are significantly high in Hong Kong. Significantly positive correlations of stock market performances across countries indicate that these markets are closely related. High correlations in stock market returns between Japan and other countries appear to be particularly persistent. |
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