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- W3124371574 abstract "This paper adopts a non-parametric stochastic dominance (SD) approach to examine the day-of-the-week effects in Chinese stock markets. In contrast to the extensive evidence of day-of-the-week effects disclosed by a parametric mean-variance (MV) approach, our SD tests show that the day-of-the-week effect is much weaker. We find that there are only Wednesday effects in Chinese A-share and B-share stock markets." @default.
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- W3124371574 date "2010-01-01" @default.
- W3124371574 modified "2023-10-01" @default.
- W3124371574 title "Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach" @default.
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- W3124371574 doi "https://doi.org/10.2139/ssrn.1729105" @default.
- W3124371574 hasPublicationYear "2010" @default.
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