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 …

-AGARCH) model to examine both return and volatility spillovers from the USA (developed) and China (Emerging) towards eight emerging … the US and China to the Asian stock markets during the US financial crisis and the Chinese stock market crash, and the …. Additionally, volatility was transmitted from China to the majority of the Asian stock markets during the US financial crisis. The …

(USA and China) and four emerging Latin American stock markets over the global financial crisis of 2008 and the crash of …, the results indicate a unidirectional return transmission from China to the Brazil, Chile, Mexico, and Peru stock markets … stock markets. Furthermore, the volatility spillover is unidirectional from China to the Brazil stock market during the …

impact of Trump's China-related tweets on the Chinese stock market. We find that following Trump's inauguration, his tweets …

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 …