Comparison of the 'turn-of-the-month' and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen
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- Jason D. Mitchell & Li L Ong, 2006. "Seasonalities in China's Stock Markets; Cultural or Structural?," IMF Working Papers 06/4, International Monetary Fund.
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- Maher, Daniela & Parikh, Anokhi, 2013. "The turn of the month effect in India: A case of large institutional trading pattern as a source of higher liquidity," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 57-69.
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Keywords'turn-of-the-month'; Chinese Lunar New Year (CLNY); calendar effects;
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