An empirical analysis of the equity markets in China
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- Levine, Ross & Zervos, Sara, 1996.
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- French, Kenneth R., 1980. "Stock returns and the weekend effect," Journal of Financial Economics, Elsevier, vol. 8(1), pages 55-69, March.
- Corrado, Charles J. & Schatzberg, John, 1990. "A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A. Correction," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 25(03), pages 411-415, September.
- Bailey, Warren, 1994. "Risk and return on China's new stock markets: Some preliminary evidence," Pacific-Basin Finance Journal, Elsevier, vol. 2(2-3), pages 243-260, May.
- Smirlock, Michael & Starks, Laura, 1986. "Day-of-the-week and intraday effects in stock returns," Journal of Financial Economics, Elsevier, vol. 17(1), pages 197-210, September.
- Peter Fortune, 1991. "Stock market efficiency: an autopsy?," New England Economic Review, Federal Reserve Bank of Boston, issue Mar, pages 17-40.
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