and is now the second largest in the world. Due to China's tight capital controls, the development of its capital market … has mostly been isolated from and hence not been well understood by the rest of the world. Yet, this state of isolation is … bound to change substantially as China becomes more integrated into the global financial system. In this paper, we provide …

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 …