Cultural New Year Holidays and Stock Returns around the World
Citations
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Cited by:
- Qadan, Mahmoud & Aharon, David Y., 2019. "Can investor sentiment predict the size premium?," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 10-26.
- Loc Dong Truong & H. Swint Friday & Dung Tri Nguyen, 2025. "The Lunar New Year Effect on Stock Market Returns: Evidence from Ho Chi Minh Stock Exchange," JRFM, MDPI, vol. 18(8), pages 1-10, August.
- Tingqiu Cao & Xianhang Qian & Le Zhang, 2024. "The price of the slow lane: Traffic congestion and stock block trading premium," International Review of Finance, International Review of Finance Ltd., vol. 24(1), pages 30-52, March.
- Lily Fang & Chunmei Lin & Yuping Shao, 2018. "School Holidays and Stock Market Seasonality," Financial Management, Financial Management Association International, vol. 47(1), pages 131-157, March.
- Bergsma, Kelley & Tayal, Jitendra, 2020. "Quarterly earnings announcements and intra-industry information transfer from the Pacific to the Atlantic," International Review of Financial Analysis, Elsevier, vol. 70(C).
- Qadan, Mahmoud, 2019. "Risk appetite, idiosyncratic volatility and expected returns," International Review of Financial Analysis, Elsevier, vol. 65(C).
- Yuan Li, 2022. "Mood Beta, Sentiment and Stock Returns in China," SAGE Open, , vol. 12(1), pages 21582440221, February.
- Lee, Deok-Hyeon & Min, Byoung-Kyu & Xiao, Yuchao, 2020. "Testing the mood seasonality hypothesis: Evidence from down under," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
- Hirshleifer, David & Jiang, Danling & DiGiovanni, Yuting Meng, 2020.
"Mood beta and seasonalities in stock returns,"
Journal of Financial Economics, Elsevier, vol. 137(1), pages 272-295.
- David Hirshleifer & Danling Jiang & Yuting Meng, 2018. "Mood Betas and Seasonalities in Stock Returns," NBER Working Papers 24676, National Bureau of Economic Research, Inc.
- Yang, Ann Shawing, 2016. "Calendar trading of Taiwan stock market: A study of holidays on trading detachment and interruptions," Emerging Markets Review, Elsevier, vol. 28(C), pages 140-154.
- Pham Dan Khanh & Pham Thanh Dat & Bui Huy Nhuong, 2020. "A Re-examination of the Holiday Effect in Stock Returns: The Case of Vietnam," Edelweiss Applied Science and Technology, Learning Gate, vol. 4(1), pages 51-54.
- Hao, Jing & Wang, Ziqiao & Zhang, Xiaotao & He, Feng & Chen, Xuehong, 2024. "Culture imprint and gambling preference: Evidence from individual investors' trading in the Chinese stock market," Emerging Markets Review, Elsevier, vol. 60(C).
- Goodell, John W. & Kumar, Satish & Rao, Purnima & Verma, Shubhangi, 2023. "Emotions and stock market anomalies: A systematic review," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
- Fetherolf, Raylin & Lovelace, Kelley Bergsma, 2023. "Dimensions of national culture and R2 around the world," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Autore, Don M. & Jiang, Danling, 2019. "The preholiday corporate announcement effect," Journal of Financial Markets, Elsevier, vol. 45(C), pages 61-82.
- Jin, Yi & Gao, Xin & Li, Donghui, 2022. "The effect of individualism on bank risk and bank Performance: An international study," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
- Fernandez-Perez, Adrian & Garel, Alexandre & Indriawan, Ivan, 2020. "Music sentiment and stock returns," Economics Letters, Elsevier, vol. 192(C).
- Kliger, Doron & Qadan, Mahmoud, 2019. "The High Holidays: Psychological mechanisms of honesty in real-life financial decisions," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 78(C), pages 121-137.
- Chen, Zhongdong & Schmidt, Adam & Wang, Jin’ai, 2021. "Retail investor risk-seeking, attention, and the January effect," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
- Wu, Runze, 2022. "Sports Mood Index, institutional investors, and earnings announcement anomalies," Journal of Behavioral and Experimental Finance, Elsevier, vol. 35(C).
- Kelley Bergsma & Jitendra Tayal, 2019. "Short Interest and Lottery Stocks," Financial Management, Financial Management Association International, vol. 48(1), pages 187-227, March.
- Huang, Yin-Siang & Chiu, Junmao & Lin, Chih-Yung & Robin,, 2022. "The effect of Chinese lunar calendar on individual investors' trading," Pacific-Basin Finance Journal, Elsevier, vol. 71(C).
- Qadan, Mahmoud & Aharon, David Y., 2019. "How much happiness can we find in the U.S. fear Index?," Finance Research Letters, Elsevier, vol. 30(C), pages 246-258.
- Shafi, Kourosh & Mohammadi, Ali, 2020. "Too gloomy to invest: Weather-induced mood and crowdfunding," Journal of Corporate Finance, Elsevier, vol. 65(C).
- Qadan, Mahmoud & Aharon, David Y. & Cohen, Gil, 2020. "Everybody likes shopping, including the US capital market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 551(C).
- Casalin, Fabrizio, 2018. "Determinants of holiday effects in mainland Chinese and Hong-Kong markets," China Economic Review, Elsevier, vol. 49(C), pages 45-67.
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