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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...
| Call Number: | Libro Electrónico |
|---|---|
| Main Authors: | , |
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
[Washington, D.C.] :
International Monetary Fund, Monetary and Financial Systems Dept.,
2006.
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| Series: | IMF working paper ;
WP/06/4. |
| Subjects: | |
| Online Access: | Texto completo |