Download This PaperEvidence of Seasonal Pattern of Chinese Stock Market
9 Pages Posted: 24 Jul 2008
Date Written: July 24, 2008
Abstract
In order to invesitigate the effectiveness of chinese stock market, we take the real data from the market and calculate the seasonal pattern of the stock prices both for the indices and stock prices.We aslo analyze the size factors in the seasonal pattern. It is found chinese stock market is strong in the seasonal pattern which means it is not a strong effective market.
Keywords: seasonal pattern, stock, effectiveness
JEL Classification: C1
Suggested Citation: Suggested Citation
Li, Liang-Xin, Evidence of Seasonal Pattern of Chinese Stock Market (July 24, 2008). Available at SSRN: https://ssrn.com/abstract=1173203 or http://dx.doi.org/10.2139/ssrn.1173203
Do you have a job opening that you would like to promote on SSRN?
Feedback
Feedback to SSRN