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The Efficiency of China's Stock Market
book

The Efficiency of China's Stock Market

by Shiguang Ma
November 2017
Intermediate to advanced content levelIntermediate to advanced
302 pages
16h 35m
English
Routledge
Content preview from The Efficiency of China's Stock Market
Table 6.3 Average daily returns of the week on multinational markets
Seasonally Anomalous or Not? Tests o f Seasonalities 135
\verage
0.00023
0.00041
0.00037
-0.00140
0.00028
0.00016
0.00043
0.00052
0.00027
0.00255
-0.00030
0.00056
0.00133
0.00041
0.00037
0.00023
0.00051
0.00016
0.00052
0.00312
i.
**0.00082
0.00058
* * 0.00110
0.00044
0.00060
**0.00107
**0.00133
* 0.00200
* 0,00100
**0.00578
*0,00150
**0.00178
*0.00510
*0.00176
* 0.00101
*0.00062
**0.00131
**0.00094
**0.00139
**0.00615
l
_________
Fi
0.00028
0.00210
0.00018
0.00011
0.00046
*0.00057
0.00063
0.00040
- 0.00010
**0.00410
*0,00160
**0.00135
0.00060
0.00092
*0.00091
0.00055
**0.00106
*0.00075
0.00106
**0.00427
sd.
_______
Thi
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Publisher Resources

ISBN: 9781351146913