A Review of Market Segmentation and Inefficiencies of the Chinese Stock Market

Shuang Feng and Jon T. Stewart
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Shuang Feng: Edinboro University, USA
Jon T. Stewart: BSI Financial Services, Titusville, PA, USA

International Journal of Finance & Banking Studies, 2015, vol. 4, issue 4, 18-28

Abstract: The Chinese stock market is an emerging market that has gained much importance over the past few decades. Because of this, it also serves as a great subject for studying market inefficiencies and anomalies. In this paper we provide a reviewof evidence regarding the development, efficiency and integration of the Chinese stock market. In particular, we review recent literature in the areas of market segmentation, cross-listings and calendar effects. This provides evidence of market inefficiency in China. We also pose questions that can be answered in future studies.

Keywords: China; calendar effects; market segmentation; cross-listing (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (1)

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