Bohl, Martin T.; Schuppli, Michael; Siklos, Pierre L. - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2009
This paper investigates whether seasonalities in daily stock returns are related to the trading behavior of individual and institutional investors. The change in the investor structure of B-share markets in Shanghai and Shenzhen after the abolition of ownership restrictions in 2001 provides a...
