Ogune, Asli K.; Nippani, Srinivas; Washer, Kenneth M. - In: Applied financial economics 19 (2009) 7/9, pp. 681-692
This article investigates Day-of-the-Week and January Effects in the Shanghai and Shenzhen stock markets over the period 1990 to 2006 for both the 'A' and 'B' indices. During this period, these two Chinese stock markets went through the limit period and nonlimit period and then again through a...