Wui Wing Cheng

The Hang Seng University of Hong Kong

Hang Shin Link

Siu Lek Yuen

Shatin, Hong Kong

China

  • The Hang Seng University of Hong Kong

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Eastern Halloween Effect: A Stochastic Dominance Approach

Journal of International Financial Markets, Institutions and Money, Forthcoming
Posted: 28 May 2019 Last Revised: 21 Aug 2020
David Chui, Wui Wing Cheng, Sheung Chi Chow and Ya Li
The Hang Seng University of Hong Kong - Department of Economics and Finance, The Hang Seng University of Hong Kong, Australian National University (ANU) and Hong Kong Metropolitan University

Abstract:

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Halloween Effect; Sell in May and Go Away, Stochastic Dominance