An empirical analysis of the equity markets in China
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- Fischer, Stanley & Merton, Robert C., 1984.
"Macroeconomics and finance: The role of the stock market,"
Carnegie-Rochester Conference Series on Public Policy,
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- 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.
- Levine, Ross & Zervos, Sara, 1996.
"Stock market development and long-run growth,"
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1582, The World Bank.
- 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.
- Branch, Ben, 1977. "A Tax Loss Trading Rule," The Journal of Business, University of Chicago Press, vol. 50(2), pages 198-207, April.
- French, Kenneth R., 1980. "Stock returns and the weekend effect," Journal of Financial Economics, Elsevier, vol. 8(1), pages 55-69, March.
- 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.
- Branch, Ben & Chang, Kyungchun, 1985. "Tax-Loss Trading, Is the Game Over or Have the Rules Changed?," The Financial Review, Eastern Finance Association, vol. 20(1), pages 55-69, February.
- Bookstaber, Richard M & McDonald, James B, 1987. "A General Distribution for Describing Security Price Returns," The Journal of Business, University of Chicago Press, vol. 60(3), pages 401-24, July.
- Peterson, David R., 1990. "Stock Return Seasonalities and Earnings Information," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 25(02), pages 187-201, June.
- Fama, Eugene F, 1991. " Efficient Capital Markets: II," Journal of Finance, American Finance Association, vol. 46(5), pages 1575-617, December.
- 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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