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Seasonalities in China's Stock Markets
			: Cultural or Structural?

Seasonalities in China's Stock Markets : Cultural or Structural? »

Volume/Issue: 2006/4

Series: IMF Working Papers

Author(s): Jason Mitchell , and Li Ong

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2006

DOI: http://dx.doi.org/10.5089/9781451862645.001

ISBN: 9781451862645

Keywords: A-shares, B-shares, Chinese Lunar New Year, day-of-the-week effect, half-month effect, half-year effect, holiday effect, seasonalities, turn-of-the-year effect, stock market

In this paper, we examine returns in the Chinese A and B stock markets for evidence of calendar anomalies. We find that both cultural and structural (segmentation) factors play an important role in influencing the...

IMF Staff Papers, Volume 53, No. 1

IMF Staff Papers, Volume 53, No. 1 »

Volume: 53

Series: IMF Staff Papers

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 April 2006

DOI: http://dx.doi.org/10.5089/9781589065093.024

ISBN: 9781589065093

Keywords: russia, trade flows, import duties, standard errors, trade restrictions, Capital Stock, Credit Market, Economic Shocks, Estimation Theory, Expertise

This first issue for 2006 is anchored by two papers on Russia. The opening paper discusses Russia and the World Trade Organization, and the concluding paper, by John Odling-Smee (former Director of the IMF's Europe...