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Mood Sensitive Stocks and Sustainable Cross-Sectional Returns During the COVID-19 Pandemic: An Analysis of Day of the Week Effect in the Chinese A-Share Market

This study examines two stock market anomalies and provides strong evidence of the day-of-the-week effect in the Chinese A-share market during the COVID-19 pandemic. Specifically, we examined the Quality minus Junk (QMJ) strategy return on Monday and FridayQuality stocks mean portfolio deciles that...

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Detalhes bibliográficos
Publicado no:Front Psychol
Main Authors: ul Ain, Qurat, Azam, Tamoor, Yousaf, Tahir, Zafar, Muhammad Zeeshan, Akhtar, Yasmeen
Formato: Artigo
Idioma:Inglês
Publicado em: Frontiers Media S.A. 2021
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC7952750/
https://ncbi.nlm.nih.gov/pubmed/33716897
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3389/fpsyg.2021.630941
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