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dc.contributor.authorHuang, Jiexiang
dc.contributor.authorTan, Yongxian
dc.contributor.authorZhao, Hailong
dc.date.accessioned2022-08-03T10:18:32Z
dc.date.available2022-08-03T10:18:32Z
dc.date.issued2020
dc.identifier.citationHuang, J. and Tan, Y. and Zhao, H. 2020. Does the sales seasonality anomaly exist in China? Pacific-Basin Finance Journal. 63: 101425.
dc.identifier.urihttp://hdl.handle.net/20.500.11937/89108
dc.identifier.doi10.1016/j.pacfin.2020.101425
dc.description.abstract

In this paper, we examine the relationship between sales seasonality and future stock return in the US and Chinese markets. Consistent with Grullon et al. (2020), we find low-sales-season firms tend to significantly outperform high-sales-season firms in the US market. Our empirical results suggest that the sales seasonality anomaly does not exist in the Chinese market.

dc.titleDoes the sales seasonality anomaly exist in China?
dc.typeJournal Article
dcterms.source.volume63
dcterms.source.startPage101425
dcterms.source.endPage101425
dcterms.source.issn0927-538X
dcterms.source.titlePacific-Basin Finance Journal
dc.date.updated2022-08-03T10:18:32Z
curtin.departmentSchool of Accounting, Economics and Finance
curtin.accessStatusFulltext not available
curtin.facultyFaculty of Business and Law


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