Can Capital Market Liberalization Attenuate Return Seasonality? A Tale of Twin Market in China-Reference-Cited by-同舟云学术

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Can Capital Market Liberalization Attenuate Return Seasonality? A Tale of Twin Market in China

Published:2023 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Dai Yue,Qiu Zhigang,yang fanjia,Zeng Cheng

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference29 articles.

1. Weekday seasonality of stock returns: The contrary case of China;F Ali;Journal of Asian Economics,2020

2. Stock market liberalization and the information environment;K.-H Bae;Journal of International Money and Finance,2006

3. Investibility and return volatility;K.-H Bae;Journal of Financial Economics,2004

4. Volatility spillover effects in European equity markets;L Baele;Journal of Financial and Quantitative Analysis,2005

5. Resolving a paradox: Retail trades positively predict returns but are not profitable;B M Barber;Journal of Financial and Quantitative Analysis,2021

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