Shiu, Yih-Wen; Lee, Chun I.; Gleason, Kimberly C. - In: Journal of Multinational Financial Management 27 (2014) C, pp. 49-66
Many studies have documented the “January Effect” across stock markets. In this paper, we investigate the existence of a January Effect in the Taiwanese market. We document a statistically significant January return, consistent with previous research. However, we also document a new pricing...
