This pre-registered report examines how Lunar Superstitions from the traditional Almanac affect investors' behavior in stock markets across the major Asian economies, including Mainland China, Hong Kong SAR, and Taiwan. We are going to investigate four questions in this study: 1) Do the Lunar superstition beliefs affect stock market returns and trading volumes in the stock markets where Chinese investors participate? 2) What are the mechanisms underlying these effects? 3) If so, under what circumstances will these effects be more pronounced? 4) What are the economic consequences of these effects? This research improves the understanding of how heuristics from superstition beliefs shape investors' decision-making when trading risky assets.