Seasonality in returns on the Chinese stock markets: The case of Shanghai and Shenzhen

Global Finance Journal

Volumn 10, Issue 1, 1999, Pages 93-105

  Mookerjee, Rajen ^a   Yu, Qiao ^b  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Day of the week; Monthly effect; Price change limits; Seasonality; Stock returns; Turn of the month; Turn of the quarter effect

Indexed keywords

EID: 0042096314     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/s1044-0283(99)00008-3     Document Type: Article

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