Financial anomalies: evidence from Chinese A-share Markets

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aut.researcherSu, Roger
dc.contributor.authorSu, R
dc.contributor.authorDutta, A
dc.contributor.authorXu, M
dc.contributor.authorMa, J
dc.date.accessioned2011-06-13T10:06:34Z
dc.date.available2011-06-13T10:06:34Z
dc.date.copyright2011
dc.date.issued2011
dc.description.abstractThe analysis of broad samples of equal-weighted and value-weighted returns of the Chinese security markets documents that abnormally high rates of return on small-capitalization stocks are to be observed during the month of March on both Shanghai and Shenzhen A-share markets. Different to the international experience of the January effect, the March effect can be seen as the turn-of-the-year effect in the Chinese security market as the national economic background and cultural background delay the turn-of-the-year from February to March.
dc.identifier.citationInternational Journal of Economics and Finance, vol.3(2), pp.74 - 86
dc.identifier.doihttp://dx.doi.org/10.5539/ijef.v3n2p74
dc.identifier.issn1916-9728
dc.identifier.urihttps://hdl.handle.net/10292/1310
dc.languageEnglish
dc.publisherCanadian Center of Science and Education
dc.rightsMade available under the terms of the Creative Commons Attribution 3.0 license available from http://creativecommons.org/licenses/by/3.0/
dc.rights.accessrightsOpenAccess
dc.subjectFinancial anomalies
dc.subjectChinese A-share
dc.subjectMarch Effect
dc.subjectJanuary Effect
dc.titleFinancial anomalies: evidence from Chinese A-share Markets
dc.typeJournal Article
pubs.organisational-data/AUT
pubs.organisational-data/AUT/Business & Law
pubs.organisational-data/AUT/Business & Law/Accounting
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