Seasonalities in China's Stock Markets : Cultural or Structural? /

In this paper, we examine returns in the Chinese A and B stock markets for evidence of calendar anomalies. We find that both cultural and structural (segmentation) factors play an important role in influencing the pricing of both A- and B-shares in China. There is some evidence of a February turn-of...

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Chi tiết về thư mục
Tác giả chính: Mitchell, Jason
Tác giả khác: Ong, Li
Định dạng: Tạp chí
Ngôn ngữ:English
Được phát hành: Washington, D.C. : International Monetary Fund, 2006.
Loạt:IMF Working Papers; Working Paper ; No. 2006/004
Những chủ đề:
Truy cập trực tuyến:Full text available on IMF
Miêu tả
Tóm tắt:In this paper, we examine returns in the Chinese A and B stock markets for evidence of calendar anomalies. We find that both cultural and structural (segmentation) factors play an important role in influencing the pricing of both A- and B-shares in China. There is some evidence of a February turn-of-the-year effect, partly owing to the timing of the Chinese Lunar New Year (CNY); and the holiday effect around the CNY period is stronger and more persistent compared with the other public holidays. The segmentation between the two markets is apparent in the day-of-the-week effect, where B stock markets tend to post significant negative returns on Tuesdays, corresponding with overnight developments in the United States, while significant negative returns are observed on Mondays in the A stock markets. Investment strategies based on some of these calendar anomalies, and allowing for transaction costs, suggest that the A stock markets tend to offer more economically significant returns.
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Mô tả vật lý:1 online resource (46 pages)
Định dạng:Mode of access: Internet
số ISSN:1018-5941
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