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Momentum trading, mean reversal and overreaction in Chinese stock market
Wu, Yangru - In: Review of quantitative finance and accounting 37 (2011) 3, pp. 301-323
Persistent link: https://www.econbiz.de/10009301286
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Random walks and market efficiency tests : evidence on US, Chinese and European capital markets within the context of the global Covid-19 pandemic
Dias, Rui; Teixeira, Nuno Miguel; Machova, Veronika; … - In: Oeconomia Copernicana 11 (2020) 4, pp. 585-608
Persistent link: https://www.econbiz.de/10012436533
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An empirical study on the stock price volatility of small and medium enterprise board in China
Chi, Qishui; Huo, Jieyi - In: Research in world economy 8 (2017) 2, pp. 12-24
Persistent link: https://www.econbiz.de/10011784337
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Correlation-based investment strategies : a comparison between Chinese and US stock markets
Zhang, Zhehao; Xing, Ruina; Liu, Jiajun; Shao, Yifei - In: Pacific-Basin finance journal 82 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014463514
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A variance ratio test of the behaviour of Chinese stock indices
Zhang, Bing; Li, Xindan - In: Applied economics letters 15 (2008) 7/9, pp. 567-571
Persistent link: https://www.econbiz.de/10003741319
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The random walk hypothesis for Chinese stock markets : evidence from variance ratio tests
Charles, Amélie; Darné, Olivier - In: Economic systems 33 (2009) 2, pp. 117-126
Persistent link: https://www.econbiz.de/10003859376
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Are China's stock markets really weakform efficient?
Ma, Shiguang (contributor); Barnes, Michelle L. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001591728
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The Random Walk Hypothesis for Chinese Stock Markets : Evidence from Variance Ratio Tests
Charles, Amélie - 2009
This study examines the random walk hypothesis for the Shanghai and Shenzhen stock markets for both A and B shares, using daily data over the period 1992-2007. The hypothesis is tested with new multiple variance ratio tests – Whang-Kim subsampling and Kim's wild bootstrap tests – as well as...
Persistent link: https://www.econbiz.de/10013155962
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Chinese Lunar New Year effect in Asian stock markets : 1999 - 2012
Yuan, Tian; Gupta, Rakesh - In: The quarterly review of economics and finance : journal … 54 (2014) 4, pp. 529-537
Persistent link: https://www.econbiz.de/10010533391
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Misvaluation comovement, market efficiency and the cross-section of stock returns: evidence from China
Luo, Yan; Ren, Jinjuan; Wang, Yizhi - In: Economic systems 39 (2015) 3, pp. 390-412
Persistent link: https://www.econbiz.de/10011532294