Hung-Chun Liu

Chung Yuan Christian University - Department of Finance

200 Chung Pei Rd

Chung Li City, 32023

Taiwan

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Scholarly Papers (1)

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Further Evidence on Calendar Anomalies

European Financial Management, Forthcoming, 2021
Number of pages: 33 Posted: 16 Mar 2021
Shanghai Business School, TIAS School of Business and Society, Tilburg University, Chung Yuan Christian University - Department of Finance and College of Management, Yuan Ze University
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Abstract:

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Cross-market ETF; leveraged ETF; LETF; day-of-the-week effect; “T+1” trading rule