FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3136207407> ?p ?o ?g. }

• W3136207407 endingPage "434" @default.
• W3136207407 startingPage "422" @default.
• W3136207407 abstract "Purpose The study examines the existence of calendar anomalies, including the day-of-the-week (DOW) effect and the January effect, in the Stock Exchange of Thailand. Design/methodology/approach Using daily stock returns from March 2014 to March 2019, the study performs regression analysis to examine predictable patterns in stock returns, the DOW effect and the January effect, respectively. Findings There is strong evidence of a persistent monthly pattern and weekday seasonality in the Thai stock market. Specifically, Monday returns are negative and significantly lower than the returns on other trading days of the week, and January returns are positive and significantly higher than the returns on other months of the year. Practical implications The findings offer managerial implications for investors seeking trading strategies to maximize the possibility of reaching investment goals and inform policymakers regarding the current state of the Thai stock market. Originality/value First, the study investigates calendar anomalies in the Thai stock market, specifically the DOW effect and the January effect, which have received relatively little attention in the literature. Second, this is the first study to examine calendar anomalies in the Thai stock market across different groups of companies and stock trading characteristics using a range of composite indexes. Furthermore, the study uses data during the period 2014–2019, which should provide up-to-date information on the patterns of stock returns in Thailand." @default.
• W3136207407 created "2021-03-29" @default.
• W3136207407 creator A5003908311 @default.
• W3136207407 date "2021-03-17" @default.
• W3136207407 modified "2023-09-23" @default.
• W3136207407 title "An examination of calendar anomalies: evidence from the Thai stock market" @default.
• W3136207407 cites W1533654746 @default.
• W3136207407 cites W1550869236 @default.
• W3136207407 cites W1588163064 @default.
• W3136207407 cites W1966964362 @default.
• W3136207407 cites W1969960895 @default.
• W3136207407 cites W1971684558 @default.
• W3136207407 cites W1975392573 @default.
• W3136207407 cites W1979575715 @default.
• W3136207407 cites W2003498865 @default.
• W3136207407 cites W2005424182 @default.
• W3136207407 cites W2008551120 @default.
• W3136207407 cites W2011292954 @default.
• W3136207407 cites W2023240121 @default.
• W3136207407 cites W2028064522 @default.
• W3136207407 cites W2044267123 @default.
• W3136207407 cites W2045506835 @default.
• W3136207407 cites W2050267070 @default.
• W3136207407 cites W2056361252 @default.
• W3136207407 cites W2057269580 @default.
• W3136207407 cites W2058411479 @default.
• W3136207407 cites W2065664975 @default.
• W3136207407 cites W2070838792 @default.
• W3136207407 cites W2072325861 @default.
• W3136207407 cites W2078236117 @default.
• W3136207407 cites W2082265121 @default.
• W3136207407 cites W2089589807 @default.
• W3136207407 cites W2090637028 @default.
• W3136207407 cites W2094652103 @default.
• W3136207407 cites W2095808707 @default.
• W3136207407 cites W2097580026 @default.
• W3136207407 cites W2112879890 @default.
• W3136207407 cites W2116388354 @default.
• W3136207407 cites W2132138608 @default.
• W3136207407 cites W2134752642 @default.
• W3136207407 cites W2139113919 @default.
• W3136207407 cites W2142748243 @default.
• W3136207407 cites W2144380346 @default.
• W3136207407 cites W2149292156 @default.
• W3136207407 cites W2154136277 @default.
• W3136207407 cites W2154270606 @default.
• W3136207407 cites W2155132415 @default.
• W3136207407 cites W2157753544 @default.
• W3136207407 cites W2234900824 @default.
• W3136207407 cites W2241192294 @default.
• W3136207407 cites W2272997374 @default.
• W3136207407 cites W2758279196 @default.
• W3136207407 cites W2900947905 @default.
• W3136207407 cites W3122245991 @default.
• W3136207407 cites W3125517650 @default.
• W3136207407 cites W4230644069 @default.
• W3136207407 cites W4237178881 @default.
• W3136207407 doi "https://doi.org/10.1108/jes-06-2020-0298" @default.
• W3136207407 hasPublicationYear "2021" @default.
• W3136207407 type Work @default.
• W3136207407 sameAs 3136207407 @default.
• W3136207407 citedByCount "7" @default.
• W3136207407 countsByYear W31362074072021 @default.
• W3136207407 countsByYear W31362074072022 @default.
• W3136207407 countsByYear W31362074072023 @default.
• W3136207407 crossrefType "journal-article" @default.
• W3136207407 hasAuthorship W3136207407A5003908311 @default.
• W3136207407 hasConcept C10138342 @default.
• W3136207407 hasConcept C106159729 @default.
• W3136207407 hasConcept C138885662 @default.
• W3136207407 hasConcept C144133560 @default.
• W3136207407 hasConcept C149782125 @default.
• W3136207407 hasConcept C162324750 @default.
• W3136207407 hasConcept C166957645 @default.
• W3136207407 hasConcept C18246116 @default.
• W3136207407 hasConcept C200870193 @default.
• W3136207407 hasConcept C204036174 @default.
• W3136207407 hasConcept C205649164 @default.
• W3136207407 hasConcept C2779343474 @default.
• W3136207407 hasConcept C2780299701 @default.
• W3136207407 hasConcept C41895202 @default.
• W3136207407 hasConcept C56292299 @default.
• W3136207407 hasConceptScore W3136207407C10138342 @default.
• W3136207407 hasConceptScore W3136207407C106159729 @default.
• W3136207407 hasConceptScore W3136207407C138885662 @default.
• W3136207407 hasConceptScore W3136207407C144133560 @default.
• W3136207407 hasConceptScore W3136207407C149782125 @default.
• W3136207407 hasConceptScore W3136207407C162324750 @default.
• W3136207407 hasConceptScore W3136207407C166957645 @default.
• W3136207407 hasConceptScore W3136207407C18246116 @default.
• W3136207407 hasConceptScore W3136207407C200870193 @default.
• W3136207407 hasConceptScore W3136207407C204036174 @default.
• W3136207407 hasConceptScore W3136207407C205649164 @default.
• W3136207407 hasConceptScore W3136207407C2779343474 @default.
• W3136207407 hasConceptScore W3136207407C2780299701 @default.
• W3136207407 hasConceptScore W3136207407C41895202 @default.
• W3136207407 hasConceptScore W3136207407C56292299 @default.
• W3136207407 hasIssue "3" @default.

• next