Title: A Study on Monthly Effect in Chinese Stock Markets
Abstract: The monthly effect in stock market are studied with standard econometric methods in this paper.Results from empirical analysis indicate that the monthly effects exist in Chinese stock markets.There are higher average stock returns in March or April while lower average stock returns in December.For the individual stock,there are higher average stock returns in January while lower average stock returns in June.
Publication Year: 2008
Publication Date: 2008-01-01
Language: en
Type: article
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