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	Lunar Phases Effect in Chinese Stock Returns
	Gao, Qinghui ; Gao QH(高清辉)
	2009
英文摘要	Conference Name:2nd International Conference on Business Intelligence and Financial Engineering. Conference Address: Beijing, PEOPLES R CHINA. Time:JUL 24-26, 2009.; This paper investigates the relation between lunar phases and stock market returns of China. The findings indicate that stock returns are lower on the days around a new moon than on the days around a full moon. This pattern of returns is pervasive; we find it for two major Chinese stock indexes over the last 16 years. The author concludes that lunar phases do affect stock returns in china, and the culture is one of the factors which affect investor's sentiment and behavior and then affect stock returns.
语种	英语
出处	http://dx.doi.org/10.1109/BIFE.2009.159
出版者	IEEE COMPUTER SOC
内容类型	其他
源URL	[http://dspace.xmu.edu.cn/handle/2288/85293]
专题	海外教育－会议论文
推荐引用方式 GB/T 7714	Gao, Qinghui,Gao QH. Lunar Phases Effect in Chinese Stock Returns. 2009-01-01.

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