Testing the monthly anomaly with stochastic dominance
Year of publication: |
2014
|
---|---|
Authors: | Ke, Mei-Chu ; Chou, Jian-Hsin ; Hsieh, Chin-Shan ; Chi, Tsung-Li ; Chen, Cheng-Te ; Liao, Tung Liang |
Published in: |
Managerial Finance. - Emerald Group Publishing. - Vol. 40.2014, 2, p. 137-156
|
Publisher: |
Emerald Group Publishing |
Subject: | Monthly anomaly | Spring Festival | Stochastic dominance theory |
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