An empirical analysis of seasonal anomalies in Chinese Stock Market

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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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Bibliographic Details
Main Author:	Zhang, Wei
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2010
Online Access:	https://eprints.nottingham.ac.uk/24022/

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