Is there a January effect in the Greater China area?

Date created: 
2005
Abstract: 

Tests for the presence of the January effect are conducted using market index data for the following countries, Taiwan, Hong Kong, China, U.S., Brazil, Japan, and England. The result (Table 3) shows that Taiwan weighted average index, Taiwan industry indexes, and Hong Kong Hang Seng index show significant January effect. Hong Kong industry indexes, China Shenghi A share and B share, US. Dow Jones Average Index, CRSP Equal-Weighted Average Index, Japan Nikkei 225 Index, Brazil lbovespa Sao Paulo, and England FTSE 100 Index do not show significant January effect. iii

Description: 
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Language: 
English
Document type: 
Thesis
Rights: 
Copyright remains with the author
File(s): 
Department: 
Faculty of Business Administration - Simon Fraser University
Thesis type: 
Research Project (M.B.A.)
Statistics: