Seasonal patterns in Japanese ADR returns and the US stock market influence

Ali M. Fatemi; Jinwoo Park

doi:10.1016/0922-1425(95)00017-8

Seasonal patterns in Japanese ADR returns and the US stock market influence

Ali M. Fatemi
, Jinwoo Park

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	65-79
Number of pages	15
Journal	Japan and the World Economy
Volume	8
Issue number	1
DOIs	https://doi.org/10.1016/0922-1425(95)00017-8
State	Published - Mar 1996
Externally published	Yes

ASJC Scopus Subject Areas

Finance
Economics and Econometrics
Political Science and International Relations

Keywords

ADRs
Day-of-the-week effect
Regularities
Seasonality

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10.1016/0922-1425(95)00017-8

Cite this

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title = "Seasonal patterns in Japanese ADR returns and the US stock market influence",

keywords = "ADRs, Day-of-the-week effect, Regularities, Seasonality",

author = "Fatemi, \{Ali M.\} and Jinwoo Park",

year = "1996",

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journal = "Japan and the World Economy",

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T1 - Seasonal patterns in Japanese ADR returns and the US stock market influence

AU - Fatemi, Ali M.

AU - Park, Jinwoo

PY - 1996/3

Y1 - 1996/3

KW - ADRs

KW - Day-of-the-week effect

KW - Regularities

KW - Seasonality

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SN - 0922-1425

VL - 8

SP - 65

EP - 79

JO - Japan and the World Economy

JF - Japan and the World Economy

IS - 1

ER -

Seasonal patterns in Japanese ADR returns and the US stock market influence

ASJC Scopus Subject Areas

Keywords

Access to Document

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