
4 The Efficiency o f China ’s Stock Market
provide a full and detailed picture of weak form efficiency, semi-strong form
efficiency and the seasonality of China’s Stock Market. Secondly, various
comparative analyses will illustrate the differences in the behaviour between the
Shanghai and Shenzhen markets, between the A-shares and B-shares, and between
China’s markets and foreign markets. Finally, to get the systematic result, the
empirical study was conducted on the data that are market indexes, sector indexes
and individual share prices at intervals of days, weeks and months. Thus, you may
be able to find ...