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

Cultural or Structural?

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-the-year effect, partly owing to the timing of... READ MORE...

Publication date: January 2006
ISBN 9781451862645
$15.00

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