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What is Revisiting Calendar Anomalies in Asian Stock Markets Using A Stochastic Dominance Approach about?

The article examines calendar anomalies in Asian stock markets, specifically the day-of-the-week and January effects, using a non-parametric stochastic dominance approach. The findings indicate that while weekday effects persist in several Asian markets, the January effect has largely diminished. The study utilizes daily stock index data from 1988 to 2002 across various Asian markets to support these conclusions.

Author

dr muhammadnaeem

Language

EN