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...
| Päätekijä: | |
|---|---|
| Muut tekijät: | |
| Aineistotyyppi: | Aikakauslehti |
| Kieli: | English |
| Julkaistu: |
Washington, D.C. :
International Monetary Fund,
2006.
|
| Sarja: | IMF Working Papers; Working Paper ;
No. 2006/004 |
| Aiheet: | |
| Linkit: | Full text available on IMF |