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

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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Bibliographic Details
Main Authors: Qurat ul Ain, Tamoor Azam, Tahir Yousaf, Muhammad Zeeshan Zafar, Yasmeen Akhtar
Format: Article
Language:English
Published: Frontiers Media S.A. 2021-02-01
Series:Frontiers in Psychology
Subjects:
Quality Minus Junk strategy
COVID-19
speculative stocks
mood
sustainable cross-sectional Returns
Online Access:https://www.frontiersin.org/articles/10.3389/fpsyg.2021.630941/full

Internet

https://www.frontiersin.org/articles/10.3389/fpsyg.2021.630941/full

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