... Licensed re-use rights only Socially responsible investing Calendar anomalies Day-of-the-week effect Dow Jones sustainability indices Asia Pacific Table 1 summarizes the results of the stationarity tests for the DJSI Asia Pacific returns. The findings provide compelling evidence...

... Thai stock market Calendar anomalies Day-of-the-week effect January effect Monday effect F30 G14 G40 Several explanations have been offered for the DOW effect and the January effect. Following the literature, the DOW effect can be attributed to various reasons, such as bad news...