Jying-Nan Wang

College of Management, Yuan Ze University

Ph.D. Candidate

135, Far-East Rd., Chung-Li

Taoyuan, ROC

Taiwan

  • College of Management, Yuan Ze University

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Further Evidence on Calendar Anomalies

European Financial Management, Forthcoming, 2021
Number of pages: 33 Posted: 16 Mar 2021
Yuan-Teng Hsu, Kees Koedijk, Hung-Chun Liu and Jying-Nan Wang
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