Further evidence on calendar anomalies
Year of publication: |
2022
|
---|---|
Authors: | Hsu, Yuan-Teng ; Koedijk, Kees ; Liu, Hung-Chun ; Wang, Jying-Nan |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1468-036X, ZDB-ID 1480712-9. - Vol. 28.2022, 2, p. 545-566
|
Subject: | "T + 1" trading rule | cross-market ETF | day-of-the-week effect | LETF | leveraged ETF | Kalendereffekt | Calendar effect | Indexderivat | Index derivative | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Welt | World |
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