The ongoing hype of China Pakistan Economic Corridor (CPEC) as a game-changer for the economy of Pakistan has induced a …

This paper sheds light on the similarities and differences with respect to the presence of anomalies in the China A …-share market and other markets. To this end, we examine the existence of 32 anomalies in the China A-share market over the period … 2000-2019. We find that value, risk, and trading anomalies carry over to China A-shares. Evidence for anomalies in the size …

Research into asset pricing anomalies in the China A-share market is hampered given the short time series of available … covariance matrix. For the China A-share market, we find that the efficient sorting procedure doubles the t-statistics compared …

In this paper, we examine the January effect in China’s A-share stock market from January 1995 to December 2019 using …-of-the-year effect in China. Instead, the turn-of-the-year effect in trading volume and buy orders help to explain the strong lunar …