{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,10]],"date-time":"2024-09-10T21:58:06Z","timestamp":1726005486236},"publisher-location":"Cham","reference-count":36,"publisher":"Springer International Publishing","isbn-type":[{"type":"print","value":"9783030061579"},{"type":"electronic","value":"9783030061586"}],"license":[{"start":{"date-parts":[[2019,1,1]],"date-time":"2019-01-01T00:00:00Z","timestamp":1546300800000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2019]]},"DOI":"10.1007\/978-3-030-06158-6_29","type":"book-chapter","created":{"date-parts":[[2019,1,4]],"date-time":"2019-01-04T22:32:06Z","timestamp":1546641126000},"page":"295-306","update-policy":"http:\/\/dx.doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Analysis on Excess Return and Risk of Individual Stock\u2014The Case Study of China"],"prefix":"10.1007","author":[{"given":"Cheng-Yong","family":"Liu","sequence":"first","affiliation":[]},{"given":"Shih-Yung","family":"Wei","sequence":"additional","affiliation":[]},{"given":"Xiu-Wen","family":"Ye","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2019,1,5]]},"reference":[{"key":"29_CR1","doi-asserted-by":"crossref","first-page":"541","DOI":"10.1111\/j.1540-6288.1989.tb00359.x","volume":"24","author":"R Aggarwal","year":"1989","unstructured":"Aggarwal, R., Rivoli, P.: Seasonal and day-of-the-week effects in hour emerging markets. Financ. Rev. 24, 541\u2013550 (1989)","journal-title":"Financ. Rev."},{"doi-asserted-by":"crossref","unstructured":"Agrawal, A., Jaffe, J.F., Mandelker, G.N.: The post-merger performance of acquiring firms: a re-examination of an anomaly. J. Financ. 47(4), 1605\u20131621 (1992)","key":"29_CR2","DOI":"10.1111\/j.1540-6261.1992.tb04674.x"},{"issue":"5","key":"29_CR3","doi-asserted-by":"crossref","first-page":"1611","DOI":"10.1111\/j.1540-6261.1990.tb03731.x","volume":"45","author":"RA Ariel","year":"1990","unstructured":"Ariel, R.A.: High stock returns before holidays: existence and evidence on possible causes. J. Financ. 45(5), 1611\u20131626 (1990)","journal-title":"J. Financ."},{"key":"29_CR4","doi-asserted-by":"crossref","first-page":"3","DOI":"10.1016\/0304-405X(81)90018-0","volume":"9","author":"RW Banz","year":"1981","unstructured":"Banz, R.W.: The relationship between return and market value of common stocks. J. Financ. Econ. 9, 3\u201318 (1981)","journal-title":"J. Financ. Econ."},{"key":"29_CR5","doi-asserted-by":"crossref","first-page":"129","DOI":"10.1016\/0304-405X(83)90031-4","volume":"12","author":"S Basu","year":"1983","unstructured":"Basu, S.: The relation between earnings yield, market value and return for NYSE common stock: further evidence. J. Financ. Econ. 12, 129\u2013156 (1983)","journal-title":"J. Financ. Econ."},{"key":"29_CR6","doi-asserted-by":"crossref","first-page":"185","DOI":"10.1111\/j.1540-6261.1984.tb03867.x","volume":"3","author":"A Berges","year":"1984","unstructured":"Berges, A., McConnell, J.J., Schlarbaum, G.G.: The turn-of-the-year in Canada. J. Financ. 3, 185\u2013192 (1984)","journal-title":"J. Financ."},{"unstructured":"Brown, P., Keim, D.B., Kleidon, A.W., Marsh, T.A.: Stock return seasonalities and the tax-loss selling hypothesis: analysis of the arguments and Australian evidence. J. Financ. Econ. 12, 105\u2013127 (1983)","key":"29_CR7"},{"key":"29_CR8","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1007\/BF01733814","volume":"13","author":"MWL Chan","year":"1996","unstructured":"Chan, M.W.L., Khanthavit, A., Thomas, H.: Seasonality and cultural influences on four Asian stock markets. Asia-Pac. J. Manag. 13, 1\u201324 (1996)","journal-title":"Asia-Pac. J. Manag."},{"issue":"3","key":"29_CR9","first-page":"325","volume":"38","author":"Y-F Chen","year":"2012","unstructured":"Chen, Y.-F., Yang, S.-Y., Lin, F.-L.: Foreign instructional industrial Herding in Taiwan stock market. Manag. Financ. 38(3), 325\u2013340 (2012)","journal-title":"Manag. Financ."},{"key":"29_CR11","doi-asserted-by":"crossref","first-page":"703","DOI":"10.1086\/261703","volume":"98","author":"J Long De","year":"1990","unstructured":"De Long, J., Bradford, A.S., Summers, L., Wldmnn, R.: Noise trade risk in financial market. J. Polit. Econ. 98, 703\u2013738 (1990)","journal-title":"J. Polit. Econ."},{"key":"29_CR12","doi-asserted-by":"crossref","first-page":"383","DOI":"10.2307\/2325486","volume":"25","author":"EF Fame","year":"1970","unstructured":"Fame, E.F.: Efficient capital markets: a review of theory and empirical work. J. Financ. 25, 383\u2013417 (1970)","journal-title":"J. Financ."},{"key":"29_CR13","doi-asserted-by":"crossref","first-page":"1","DOI":"10.2307\/2525569","volume":"10","author":"EF Fama","year":"1969","unstructured":"Fama, E.F., Fisher, L., Jensen, M.C., Roll, R.: The adjustment of stock price to new information. Int. Econ. Rev. 10, 1\u201321 (1969)","journal-title":"Int. Econ. Rev."},{"key":"29_CR14","doi-asserted-by":"crossref","first-page":"427","DOI":"10.1111\/j.1540-6261.1992.tb04398.x","volume":"6","author":"EF Fama","year":"1992","unstructured":"Fama, E.F., French, K.R.: The cross-section of expected stock returns. J. Financ. 6, 427\u2013465 (1992)","journal-title":"J. Financ."},{"issue":"1","key":"29_CR15","doi-asserted-by":"crossref","first-page":"55","DOI":"10.1016\/0304-405X(80)90021-5","volume":"8","author":"KR French","year":"1980","unstructured":"French, K.R.: Stock returns and the weekend effect. J. Financ. Econ. 8(1), 55\u201369 (1980)","journal-title":"J. Financ. Econ."},{"key":"29_CR16","doi-asserted-by":"crossref","first-page":"621","DOI":"10.1016\/0378-4266(93)00010-M","volume":"18","author":"MJ Herrera","year":"1994","unstructured":"Herrera, M.J., Lockwood, L.J.: The size effect in mexican stock market. J. Bank. Financ. 18, 621\u2013632 (1994)","journal-title":"J. Bank. Financ."},{"key":"29_CR17","doi-asserted-by":"crossref","first-page":"7","DOI":"10.1080\/758521823","volume":"4","author":"H Yen-Sheng","year":"1997","unstructured":"Huang, Y.-S.: The size anomaly on Taiwan stock exchange. Appl. Econ. Lett. 4, 7\u201312 (1997)","journal-title":"Appl. Econ. Lett."},{"issue":"4","key":"29_CR18","doi-asserted-by":"crossref","first-page":"52","DOI":"10.3905\/jpm.1998.24","volume":"24","author":"K Daniel","year":"1998","unstructured":"Daniel, K., Riepe, M.W.: Aspects of investor psychology. J. Portf. Manag. 24(4), 52\u201365 (1998)","journal-title":"J. Portf. Manag."},{"key":"29_CR19","doi-asserted-by":"crossref","first-page":"13","DOI":"10.1016\/0304-405X(83)90025-9","volume":"6","author":"DB Keim","year":"1983","unstructured":"Keim, D.B.: Size-related anomalies and stock return seasonality: further empirical evidence. J. Financ. Econ. 6, 13\u201332 (1983)","journal-title":"J. Financ. Econ."},{"issue":"4","key":"29_CR20","doi-asserted-by":"crossref","first-page":"403","DOI":"10.1093\/rfs\/1.4.403","volume":"1","author":"J Lakonishok","year":"1988","unstructured":"Lakonishok, J., Schmidt, S.: Are seasonal anomalies real? A ninety-year perspective. Rev. Financ. Stud. 1(4), 403\u2013425 (1988)","journal-title":"Rev. Financ. Stud."},{"unstructured":"Liano, K., et al.: Business cycles and the pre-holiday effect in stock returns. Appl. Financ. Econ. 4(3), 171\u2013174 (1994)","key":"29_CR21"},{"issue":"2","key":"29_CR22","doi-asserted-by":"crossref","first-page":"13","DOI":"10.2307\/1924119","volume":"47","author":"J Lintner","year":"1965","unstructured":"Lintner, J.: The valuation of risk assets and selection of risky investments in stock portfolio and capital budgets. Rev. Econ. Stat. 47(2), 13\u201347 (1965)","journal-title":"Rev. Econ. Stat."},{"unstructured":"Mackinlay, A.C.: Event studies in economics and finance. J. Econ. Lit., 13\u201339 (1997)","key":"29_CR23"},{"issue":"17","key":"29_CR24","doi-asserted-by":"crossref","first-page":"1769","DOI":"10.1080\/13504850701675474","volume":"16","author":"GJ Marrett","year":"2009","unstructured":"Marrett, G.J., Worthington, A.C.: An empirical note on the holiday effect in the Australian stock market. Appl. Econ. Lett. 16(17), 1769\u20131772 (2009)","journal-title":"Appl. Econ. Lett."},{"key":"29_CR25","doi-asserted-by":"crossref","first-page":"768","DOI":"10.2307\/1910098","volume":"34","author":"J Mossin","year":"1966","unstructured":"Mossin, J.: Equilibrium in a capital asset market. Econometrica 34, 768\u2013783 (1966)","journal-title":"Econometrica"},{"doi-asserted-by":"crossref","unstructured":"Mullainathan, S., Thaler, R.H.: Behavioral Economics. National Bureau of Economic Research. Working papers, 7948 (2000)","key":"29_CR26","DOI":"10.3386\/w7948"},{"key":"29_CR27","first-page":"33","volume":"5","author":"A Nassir","year":"1987","unstructured":"Nassir, A., Mohammad, S.: The January effect of stock traded on the Kuala Lumpur stock exchange: an empirical analysis. Hong Kong J. Bus. Manag. 5, 33\u201350 (1987)","journal-title":"Hong Kong J. Bus. Manag."},{"key":"29_CR28","first-page":"69","volume":"6","author":"QKL Pang","year":"1988","unstructured":"Pang, Q.K.L.: An analysis of Hong Kong stock return seasonality and firm size anomalies for the period 1977 to 1986. Hong Kong J. Bus. Manag. 6, 69\u201390 (1988)","journal-title":"Hong Kong J. Bus. Manag."},{"issue":"1","key":"29_CR29","doi-asserted-by":"crossref","first-page":"19","DOI":"10.1016\/0304-405X(81)90019-2","volume":"9","author":"MR Reinganum","year":"1981","unstructured":"Reinganum, M.R.: Misspecification of capital asset pricing: empirical anomalies based on earnings\u2019 yields and market values. J. Financ. Econ. 9(1), 19\u201346 (1981)","journal-title":"J. Financ. Econ."},{"key":"29_CR30","doi-asserted-by":"crossref","first-page":"9","DOI":"10.3905\/jpm.1985.409007","volume":"11","author":"B Rosenberg","year":"1985","unstructured":"Rosenberg, B., Reid, K., Lanstein, R.: Persuasive evidence of market inefficiency. J. Portf. Manag. 11, 9\u201317 (1985)","journal-title":"J. Portf. Manag."},{"issue":"4","key":"29_CR31","doi-asserted-by":"crossref","first-page":"379","DOI":"10.1016\/0304-405X(76)90028-3","volume":"13","author":"MS Rozeff","year":"1976","unstructured":"Rozeff, M.S., Kinney, W.R.: Capital market seasonality: the case of stock return. J. Financ. Econ. 13(4), 379\u2013402 (1976)","journal-title":"J. Financ. Econ."},{"issue":"1","key":"29_CR32","doi-asserted-by":"crossref","first-page":"165","DOI":"10.1093\/rfs\/hhg035","volume":"17","author":"RW Sias","year":"2004","unstructured":"Sias, R.W.: Institutional herding. Rev. Financ. Stud. 17(1), 165\u2013206 (2004)","journal-title":"Rev. Financ. Stud."},{"key":"29_CR33","first-page":"425","volume":"19","author":"WF Sharpe","year":"1964","unstructured":"Sharpe, W.F.: Capital asset pricing theory of market equilibrium under conditions if risk. J. Financ. 19, 425\u2013442 (1964)","journal-title":"J. Financ."},{"issue":"1","key":"29_CR34","doi-asserted-by":"crossref","first-page":"35","DOI":"10.1111\/j.1540-6261.1997.tb03807.x","volume":"52","author":"A Shleifer","year":"1997","unstructured":"Shleifer, A., Vishny, R.W.: The limits of arbitrage. J. Financ. 52(1), 35\u201355 (1997)","journal-title":"J. Financ."},{"issue":"2","key":"29_CR35","doi-asserted-by":"crossref","first-page":"184","DOI":"10.1086\/232617","volume":"15","author":"SB Watchel","year":"1942","unstructured":"Watchel, S.B.: Certain obsernation on sesonal movements in stock price. J. Bisiness Univ. Chic. 15(2), 184\u2013193 (1942)","journal-title":"J. Bisiness Univ. Chic."},{"issue":"2","key":"29_CR36","first-page":"41","volume":"2","author":"N Tangjitprom","year":"2010","unstructured":"Tangjitprom, N.: Pre-holiday returns and volatility in Thai stock market. Asian J. Financ. Account. 2(2), 41\u201354 (2010)","journal-title":"Asian J. Financ. Account."},{"doi-asserted-by":"crossref","unstructured":"Tversky, A., Kanneman, D.: Rational choice. The framing of decisions. Science 211, 453\u2013458 (1979).","key":"29_CR37","DOI":"10.1126\/science.7455683"}],"container-title":["Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering","Wireless Internet"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-030-06158-6_29","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,11,13]],"date-time":"2019-11-13T16:10:25Z","timestamp":1573661425000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-030-06158-6_29"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019]]},"ISBN":["9783030061579","9783030061586"],"references-count":36,"URL":"https:\/\/doi.org\/10.1007\/978-3-030-06158-6_29","relation":{},"ISSN":["1867-8211","1867-822X"],"issn-type":[{"type":"print","value":"1867-8211"},{"type":"electronic","value":"1867-822X"}],"subject":[],"published":{"date-parts":[[2019]]},"assertion":[{"value":"WICON","order":1,"name":"conference_acronym","label":"Conference Acronym","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"International Wireless Internet Conference","order":2,"name":"conference_name","label":"Conference Name","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Taipei","order":3,"name":"conference_city","label":"Conference City","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Taiwan","order":4,"name":"conference_country","label":"Conference Country","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"2018","order":5,"name":"conference_year","label":"Conference Year","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"15 October 2018","order":7,"name":"conference_start_date","label":"Conference Start Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"16 October 2018","order":8,"name":"conference_end_date","label":"Conference End Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"11","order":9,"name":"conference_number","label":"Conference Number","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"wicon2018","order":10,"name":"conference_id","label":"Conference ID","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"http:\/\/wicon.org\/","order":11,"name":"conference_url","label":"Conference URL","group":{"name":"ConferenceInfo","label":"Conference Information"}}]}}