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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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Detalles Bibliográficos
Autores principales:	ul Ain, Qurat, Azam, Tamoor, Yousaf, Tahir, Zafar, Muhammad Zeeshan, Akhtar, Yasmeen
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Frontiers Media S.A. 2021
Materias:	Psychology
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7952750/ https://www.ncbi.nlm.nih.gov/pubmed/33716897 http://dx.doi.org/10.3389/fpsyg.2021.630941

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