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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| Format: | Revue |
| Langue: | English |
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Washington, D.C. :
International Monetary Fund,
2006.
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| Collection: | IMF Working Papers; Working Paper ;
No. 2006/004 |
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| Accès en ligne: | Full text available on IMF |