An empirical analysis of seasonal anomalies in Chinese Stock Market
This study investigates the seasonal regularities in Chinese stock market, practically tests the existence of the day-of-the-week effect and January effect in Shanghai Composite Index, Shenzhen Composite Index and Shanghai-Shenzhen 300 Index. A sample data from July 1 1994 to December 31 2008 of Sha...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2010
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| Online Access: | http://eprints.nottingham.ac.uk/24022/ http://eprints.nottingham.ac.uk/24022/1/Dissertation.pdf |