{"id":"https://openalex.org/W654440822","doi":null,"title":"The Chinese stock market : efficiency, predictability and profitability","display_name":"The Chinese stock market : efficiency, predictability and profitability","publication_year":2004,"publication_date":"2004-01-01","ids":{"openalex":"https://openalex.org/W654440822","mag":"654440822"},"language":"en","primary_location":{"id":"pmh:oai:pure.atira.dk:publications/1480bb3a-d6d7-4fbd-bea9-bf2969943efb","doi":null,"is_oa":false,"landing_page_url":"https://admin.research-repository.uwa.edu.au/en/publications/1480bb3a-d6d7-4fbd-bea9-bf2969943efb","pdf_url":null,"source":{"id":"https://openalex.org/S4306402523","display_name":"UWA Profiles and Research Repository (University of Western Australia)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I177877127","host_organization_name":"The University of Western Australia","host_organization_lineage":["https://openalex.org/I177877127"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Groenewold, N, Wu, Y, Tang, S, Fan, X M & Wu, Y (ed.) 2004, The Chinese Stock Market: Efficiency, Predictability and Profitability. Edward Elgar Publishing, Cheltenham, UK.","raw_type":"info:eu-repo/semantics/book"},"volume":null,"type":"book","indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5069435530","display_name":"Nicolaas Groenewold A","orcid":"https://orcid.org/0000-0003-3612-4470","observed_orcids":["https://orcid.org/0000-0003-3612-4470"]},"institutions":[{"id":"https://openalex.org/I177877127","display_name":"The University of Western Australia","ror":"https://ror.org/047272k79","country_code":"AU","type":"education","lineage":["https://openalex.org/I177877127"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Nicolaas Groenewold","raw_affiliation_strings":["UWA Business School"],"raw_orcid":"https://orcid.org/0000-0003-3612-4470","affiliations":[{"raw_affiliation_string":"UWA Business School","institution_ids":["https://openalex.org/I177877127"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5015809924","display_name":"Yanrui Wu","orcid":"https://orcid.org/0000-0002-8966-1459","observed_orcids":["https://orcid.org/0000-0002-8966-1459","https://orcid.org/0000-0003-4771-9461"]},"institutions":[{"id":"https://openalex.org/I177877127","display_name":"The University of Western Australia","ror":"https://ror.org/047272k79","country_code":"AU","type":"education","lineage":["https://openalex.org/I177877127"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Yanrui Wu","raw_affiliation_strings":["UWA Business School"],"raw_orcid":"https://orcid.org/0000-0002-8966-1459","affiliations":[{"raw_affiliation_string":"UWA Business School","institution_ids":["https://openalex.org/I177877127"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5083549223","display_name":"Sam Hak Kan Tang","orcid":"https://orcid.org/0000-0001-7547-4268","observed_orcids":["https://orcid.org/0000-0001-7547-4268"]},"institutions":[{"id":"https://openalex.org/I177877127","display_name":"The University of Western Australia","ror":"https://ror.org/047272k79","country_code":"AU","type":"education","lineage":["https://openalex.org/I177877127"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Sam Hak Kan Tang","raw_affiliation_strings":["UWA Business School"],"raw_orcid":"https://orcid.org/0000-0001-7547-4268","affiliations":[{"raw_affiliation_string":"UWA Business School","institution_ids":["https://openalex.org/I177877127"]}]},{"author_position":"middle","author":{"id":null,"display_name":"XiaoMan Fan","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"XiaoMan Fan","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5045832008","display_name":"Yuxiao Wu","orcid":"https://orcid.org/0009-0003-0514-066X","observed_orcids":["https://orcid.org/0009-0003-0514-066X"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Yuxiao Wu","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.8427,"has_fulltext":false,"cited_by_count":34,"citation_normalized_percentile":{"value":0.92672414,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12123","display_name":"Financial Analysis and Corporate Governance","score":0.0,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/chinese-stock-market","display_name":"Chinese stock market","score":0.9990000128746033},{"id":"https://openalex.org/keywords/market-efficiency","display_name":"market efficiency","score":0.972000002861023},{"id":"https://openalex.org/keywords/stock-return-predictability","display_name":"stock return predictability","score":0.9139999747276306},{"id":"https://openalex.org/keywords/trading-rules","display_name":"trading rules","score":0.6539999842643738},{"id":"https://openalex.org/keywords/energy-sector","display_name":"energy sector","score":0.7250000238418579},{"id":"https://openalex.org/keywords/stock-market-development","display_name":"stock market development","score":0.6150000095367432}],"concepts":[{"id":"https://openalex.org/C129361004","wikidata":"https://www.wikidata.org/wiki/Q2470236","display_name":"Profitability index","level":2,"score":0.7262997627258301},{"id":"https://openalex.org/C197640229","wikidata":"https://www.wikidata.org/wiki/Q2534066","display_name":"Predictability","level":2,"score":0.69373619556427},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.6514178514480591},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.5110350847244263},{"id":"https://openalex.org/C199226685","wikidata":"https://www.wikidata.org/wiki/Q1800351","display_name":"Inventory turnover","level":3,"score":0.49396735429763794},{"id":"https://openalex.org/C191935318","wikidata":"https://www.wikidata.org/wiki/Q148","display_name":"China","level":2,"score":0.4775061011314392},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.47490227222442627},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.46906042098999023},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4278154969215393},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.426530122756958},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.171825110912323},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.060512542724609375},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.05550995469093323},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"pmh:oai:pure.atira.dk:publications/1480bb3a-d6d7-4fbd-bea9-bf2969943efb","doi":null,"is_oa":false,"landing_page_url":"https://admin.research-repository.uwa.edu.au/en/publications/1480bb3a-d6d7-4fbd-bea9-bf2969943efb","pdf_url":null,"source":{"id":"https://openalex.org/S4306402523","display_name":"UWA Profiles and Research Repository (University of Western Australia)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I177877127","host_organization_name":"The University of Western Australia","host_organization_lineage":["https://openalex.org/I177877127"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Groenewold, N, Wu, Y, Tang, S, Fan, X M & Wu, Y (ed.) 2004, The Chinese Stock Market: Efficiency, Predictability and Profitability. Edward Elgar Publishing, Cheltenham, UK.","raw_type":"info:eu-repo/semantics/book"},{"id":"pmh:oai:aleph.bib-bvb.de:BVB01-012995548","doi":null,"is_oa":false,"landing_page_url":"http://www.loc.gov/catdir/toc/fy052/2004042267.html","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},{"id":"mag:654440822","doi":null,"is_oa":false,"landing_page_url":"http://ci.nii.ac.jp/ncid/BA70450107","pdf_url":null,"source":{"id":"https://openalex.org/S4306463223","display_name":"Edward Elgar Publishing eBooks","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310320353","host_organization_name":"Edward Elgar Publishing","host_organization_lineage":["https://openalex.org/P4310320353"],"host_organization_lineage_names":["Edward Elgar Publishing"],"type":"ebook platform"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Edward Elgar Publishing eBooks","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W1531275220","https://openalex.org/W3120433931","https://openalex.org/W1984594907","https://openalex.org/W1496931206","https://openalex.org/W2121480674","https://openalex.org/W2277107026","https://openalex.org/W2345614175","https://openalex.org/W7046223713","https://openalex.org/W885626320","https://openalex.org/W2052140295"],"abstract_inverted_index":{"Preface":[0],"1.":[1],"Introduction":[2],"2.":[3],"An":[4],"Overview":[5],"of":[6,45],"Chinese":[7,47],"Stock":[8,25,37],"Market":[9,17,28],"Development":[10],"3.":[11],"Empirical":[12],"Studies:":[13],"A":[14],"Survey":[15],"4.":[16],"Efficiency":[18],"5.":[19],"Profitability":[20],"and":[21,27,40,52],"Trading":[22],"Rules":[23],"6.":[24],"Returns":[26],"Turnover":[29],"7.":[30],"Greater":[31],"China":[32],"Share":[33],"Markets":[34],"8.":[35],"The":[36,43],"Return-Volume":[38],"Relation":[39],"Policy":[41],"Effects:":[42],"Case":[44],"the":[46],"Energy":[48],"Sector":[49],"9.":[50],"Summary":[51],"Conclusions":[53],"Bibliography":[54],"Index":[55]},"counts_by_year":[{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":3},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-10-14T16:39:01.820549","created_date":"2016-06-24T00:00:00"}
