Ke, Mei-Chu; Chou, Jian-Hsin; Hsieh, Chin-Shan; Chi, … - In: Managerial Finance 40 (2014) 2, pp. 137-156
Purpose – This study uses stochastic dominance (SD) theory to examine whether the traditional festival, such as the Spring Festival (often in February), affects the patterns of monthly anomaly for the Taiwan Stock Exchange (TWSE). The paper aims to discuss these issues....
