ChinaInvestingStock marketThis paper sheds light on the similarities and differences with respect to the presence of anomalies in the China A-share market and other markets. To this endJansen, MaartenSwinkels, LaurensZhou, WeiliSocial Science Electronic Publishing...
Replicating and Digesting Anomalies in the Chinese A-Share Market We replicate 469 anomaly variables similar to those studied by Hou et al. (2020) using Chinese A-share data and a reliable testing procedure with mainboard... Z Li,LX Liu,X Liu,... - 《Management Science》...
Stock marketChinaUnobserved-componentsIn this paper, we uncover seasonal anomalies in the Chinese A-share stock markets and examine to what extent they can be explained by bank credit. For the Shanghai and Shenzhen A-share markets over the 1993鈥 2003 period with both monthly and quarterly data...
Using the bootstrap approach to control for data mining, the fundamental-related size puzzle strengthens. Further evidence points to the widely perceived view about China's A-share market that for small stocks subject to severe shell-value fluctuations due to IPO constraints, fundamental information ...
Due to investors' unique structure and new transaction share rules, speculation in China's IPO market is common. In this paper, we investigate many anomalies in IPOs that produce huge initial return, long-term return reversal and high turnover rate from the perspective of investors' desire to ...
Addressing this gap is vital for understanding the dynamics of stock price adjustments following significant shocks, especially in markets like China where short-sale regulations have undergone notable changes. This study is motivated by the unique features of the Chinese stock market, where a historica...
In this paper, we review the theory and the literature on market efficiency and market anomalies. We give a brief review on market efficiency and define clearly the concept of market efficiency and the efficient-market hypothesis (EMH). We discuss some efforts that challenge the EMH. For exampl...
Ensuring safety with these tools is still challenging due to their limited signal ranges and the difficulties of installation within a robot’s workspace, causing obstructions to signal among the robot, operator, and tools. Usually, a worker’s safety in industrial workspaces refers to a ...
the environment, the driver, and passengers. A Road-Side Unit (RSU), or generally speaking, Road-Side Equipment (RSE), can exchange context-aware information with an On-Board Unit (OBU) or On-Board Equipment (OBE) installed inside any of the vehicles in the network. Context-aware informati...
Globally, it is cultivated in an area of 4.8 million ha and yields 5.73 Mt [2]. Canada (2.17 Mt) is the largest producer of lentils and is followed by India (1.23 Mt) and Australia (0.53 Mt). The market acceptability and value of lentils are very much dependent on seed traits such ...