Cai, Jinghan; Li, Yuming; Qi, Yuehua - In: The Chinese economy 39 (2006) 2, pp. 71-88
The study of the day-of-the-week-effect for A shares and B shares traded on Shanghai and Shenzhen stock exchanges show that average monday returns from A shae indexes are significantly negative during the third and fourth weeks. However, average tusday returns on most A and B share indexes are...