请求关于中国股市假日效应的文章,包括return和volatility, 非常感谢!
请注明:姓名-公司-职位
以便审核进群资格,未注明则拒绝
use google, key word: the day of the week effect, calendar effect stock market, volatility.
in journal of finanical economics, 200x, there is a releveant paper.
my master thesis is about this effect.
good luck
Many thanks for your help. But do you have any idea about the holiday effect in Chines stock market?