Skip to main navigation
Skip to search
Skip to main content
The University of Aberdeen Research Portal Home
Help & FAQ
Home
Profiles
Disciplines
Research output
Research Facilities
Datasets
Impacts
Activities
Press/Media
Prizes
Projects
Search by expertise, name or affiliation
Calendar effects in Chinese stock market
Lei Gao,
Gerhard Kling
Accountancy & Finance, Finance
Shantou University
McKinsey and Company
Research output
:
Contribution to journal
›
Article
›
peer-review
47
Citations (Scopus)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Calendar effects in Chinese stock market'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Business & Economics
Calendar Effects
100%
Chinese Stock Market
76%
Speculators
27%
Investors
26%
Shanghai
25%
Shenzhen
24%
Speculation
20%
Stock Returns
18%