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Seasonality in returns on the Chinese stock markets · Study

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ArticleSeasonality in returns on the Chinese stock markets

Rajen Mookerjee1999

Article1999

Seasonality in returns on the Chinese stock markets

Rajen Mookerjee

50 citations·0/0 files stored·Global Finance Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1980Stock returns and the weekend effect 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective 1981Day of the Week Effects and Asset Returns 1990Data-Snooping Biases in Tests of Financial Asset Pricing Models 1986A transaction data study of weekly and intradaily patterns in stock returns 1987A monthly effect in stock returns 1984New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note 1986Day-of-the-week and intraday effects in stock returns

Cited by

2006Persistence characteristics of the Chinese stock markets 2009The three-factor model and artificial neural networks: predicting stock price movement in China 2015Time-Varying Herding Behavior, Global Financial Crisis, and the Chinese Stock Market 2006Capital market efficiency and the predictability of daily returns 2008DAILY VARIATION AND PREDICTING STOCK MARKET RETURNS FOR THE FRANKFURTER BÖRSE (STOCK MARKET)2010

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Details

Year1999

Typearticle

Published1999-03-01

VenueGlobal Finance Journal

ISSN-L1044-0283

Languageen

Citations50

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/s1044-0283(99)00008-3

openalex_workW1533654746

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Stock return seasonalities and investor structure: Evidence from China's B-share markets

2004Return and risk interactions in Chinese stock markets

2005Bank credit and seasonal anomalies in China's stock markets