This article analyzes the impact on the return of the stock index in China brought by the traditional Chinese twenty …-four solar terms as new anomaly in stock market. Returns on Solar term No.1 and Solar term No.3 display high positive mean value … and asymmetry to positive interval whereas on Solar term No.2 and Solar term No.4, returns are significantly negative …

This article analyzes the relationship between gold quoted on the Shanghai Gold Exchange and Chinese sectorial stocks … gold and Chinese sectorial stock returns. This means that the dependence between extreme movements of the two assets is not …