Does the Day of the Week form Still Persistent on the Chinese Stock Market?
Mahmoud Elhag Mahgoub Kambal, Huang Ying Li, Angelina Letavina & Asaad Osman Khalid Mohamed · Asian Journal of Economics, Business and Accounting · 2018
The study investigated both of the major Chinese markets, Shanghai and Shenzhen capital markets of China for both A&B share, for the period from 1995 to 2017. The analysis uses Linear-Regression model in order to test the day of the week effect for each market, valued in both...
Open access
Research Article
10.9734/AJEBA/2018/40869