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Author:Chen, G.
Kwok, C. C. Y.
Rui, O. M.
Title:The day-of-the-week regularity in the stock markets of China
Journal:Journal of Multinational Financial Management
2001 : APR, VOL. 11:2, p. 139-163
Index terms:Capital markets
Stock markets
China
Language:eng
Abstract:The paper examines the day-of-the-week effect in the stock markets of China. The authors find negative returns on Tuesday after January 1, 1995. The finding suggests that this day-of-the-week regularity in China may be due to the spillover from the Americas.
SCIMA record nr: 228514
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