Exchange holidays and stock price behavior on the Taiwan stock exchange

DOI10.1080/09720510.2007.10701243MaRDI QIDQ5454978zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Return volatilityEquity marketsExchange holidays

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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• Causalities of the Taiwan stock market
• The Asian crisis and calendar effects on stock returns in Thailand

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