SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

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

ArticleShelves

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

Martin T. Bohl2010

OA

Articlegreen2010

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

Martin T. Bohl · Michael Schuppli · Pierre L. Siklos

28 citations·0/0 files stored·China Economic Review

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

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

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 28 citations exist upstream.

References

1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1993Measuring and Testing the Impact of News on Volatility 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances 1980Stock returns and the weekend effect 2001Institutional Investors and Equity Prices 1999Herding and Feedback Trading by Institutional and Individual Investors 1998Institutional Investors and Equity Prices 1993Stealth trading and volatility

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2012Psychological factors on irrational financial decision makingarticle · 13 shared references 1998US day-of-the-week effects and asymmetric responses to macroeconomic newsarticle · 11 shared references 2003The Reversing Weekend Effect: Evidence from the U.S. Equity Marketsarticle · 11 shared references 2007The day‐of‐the‐week effect and conditional volatility: Sensitivity of error distributional assumptionsarticle · 11 shared references 2023Day-of-the-week effect and volatility in stock returns: evidence from the Indian stock marketarticle · 11 shared references 2001The day-of-the-week regularity in the stock markets of Chinaarticle · 10 shared references

Details

Year2010

Typearticle

Published2010-01-07

VenueChina Economic Review

ISSN-L1043-951X

Languageen

Citations28

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.chieco.2009.12.004

openalex_workW3123301809

Links

Imported from OpenAlex (CC0) — nothing here is generated.