Seasonality effects : evidence from China.

• Main Authors: Chia, Hui May., Lim, Yi Ting., Peh, Xue Yun.
• Other Authors: Chang Xin
• Format: Final Year Project
• Language: English
• Published: 2009
• Subjects: DRNTU::Business::Finance::Equity
• Online Access: http://hdl.handle.net/10356/15245
• Institution: Nanyang Technological University

In this paper, we examine the presence of seasonality in the Chinese stock market. The market comprising of the Shanghai Stock Exchange (SHSE) and Shenzhen Stock Exchange (SZSE) has been largely characterized by governmental interventions. We test for seasonality effects in the aggregated stock retu...