Evidence of Seasonal Pattern of Chinese Stock Market

In order to invesitigate the effectiveness of chinese stock market, we take the real data from the market and calculate the seasonal pattern of the stock prices both for the indices and stock prices.We aslo analyze the size factors in the seasonal pattern. It is found chinese stock market is strong in the seasonal pattern which means it is not a strong effective market

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Year of publication:	[2008]
Authors:	Li, Liang-Xin
Publisher:	[2008]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (9 p)
Type of publication:	Book / Working Paper
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 24, 2008 erstellt
Other identifiers:	10.2139/ssrn.1173203 [DOI]
Classification:	C1 - Econometric and Statistical Methods: General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012723649