The Chinese stock market, efficiency, predictability and profitability

被引:0
|
作者
Ma, S [1 ]
机构
[1] Curtin Univ Technol, Bentley, WA 6102, Australia
关键词
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:104 / 105
页数:2
相关论文
共 50 条
  • [41] Macroeconomic attention and stock market return predictability
    Ma, Feng
    Lu, Xinjie
    Liu, Jia
    Huang, Dengshi
    [J]. JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, 2022, 79
  • [42] Information asymmetry, cluster trading, and market efficiency: Evidence from the Chinese stock market
    Hu, Yingyi
    Prigent, Jean-Luc
    [J]. ECONOMIC MODELLING, 2019, 80 : 11 - 22
  • [43] Dynamic return predictability in the Russian stock market
    Kinnunen, Jyri
    [J]. EMERGING MARKETS REVIEW, 2013, 15 : 107 - 121
  • [44] Investment horizons, cash flow news, and the profitability of momentum and reversal strategies in the Chinese stock market
    Gang, Jianhua
    Qian, Zongxin
    Xu, Tiange
    [J]. ECONOMIC MODELLING, 2019, 83 : 364 - 371
  • [45] Technical Analysis Profitability Without Data Snooping Bias: Evidence from Chinese Stock Market
    Jiang, Fuwei
    Tong, Guoshi
    Song, Guokai
    [J]. INTERNATIONAL REVIEW OF FINANCE, 2019, 19 (01) : 191 - 206
  • [46] A TRANSACTIONS DATA TEST OF STOCK INDEX FUTURES MARKET-EFFICIENCY AND INDEX ARBITRAGE PROFITABILITY
    CHUNG, YP
    [J]. JOURNAL OF FINANCE, 1991, 46 (05): : 1791 - 1809
  • [47] An empirical study of macro-control efficiency in Chinese Stock Market
    Jin, D
    Jiang, HN
    [J]. PROCEEDINGS OF THE 2005 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE & ENGINEERING (12TH), VOLS 1- 3, 2005, : 1347 - 1351
  • [48] Does ESG Certification Improve Price Efficiency in the Chinese Stock Market?
    Chunying Wu
    Xiong Xiong
    Ya Gao
    [J]. Asia-Pacific Financial Markets, 2022, 29 : 97 - 122
  • [49] Does ESG Certification Improve Price Efficiency in the Chinese Stock Market?
    Wu, Chunying
    Xiong, Xiong
    Gao, Ya
    [J]. ASIA-PACIFIC FINANCIAL MARKETS, 2022, 29 (01) : 97 - 122
  • [50] Stock prices-inflation puzzle and the predictability of stock market returns
    Boucher, C
    [J]. ECONOMICS LETTERS, 2006, 90 (02) : 205 - 212