Exchange holidays and stock price behavior on the Taiwan stock exchange

DOI10.1080/09720510.2007.10701243zbMATH Open1141.91041OpenAlexW2041562891MaRDI QIDQ5454978FDOQ5454978

Authors: Mei-Chu Ke, Yen-Sheng Huang 

Publication date: 3 April 2008

Published in: Journal of Statistics and Management Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720510.2007.10701243

Recommendations

• Non‐trading day effects in asymmetric conditional and stochastic volatility models
• The Asian crisis and calendar effects on stock returns in Thailand
• Time-varying periodicity in intraday volatility
• The impact of saturday trading on stock returns: Evidence from the Tokyo stock exchange January 1976 to January 1989
• Causalities of the Taiwan stock market

zbMATH Keywords

Return volatilityEquity marketsExchange holidays

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cited In (3)

• Causalities of the Taiwan stock market
• The Asian crisis and calendar effects on stock returns in Thailand
• The impact of saturday trading on stock returns: Evidence from the Tokyo stock exchange January 1976 to January 1989

This page was built for publication: Exchange holidays and stock price behavior on the Taiwan stock exchange

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5454978)