Using data on stock trading and accounting information from 2000 to 2018, we construct 426 anomalies and propose the multiple hurdle of 2.85 in the Chinese A-share stock market. With single sort portfolio analysis on value-weighted returns, we find that 98 (27) anomalies have significant raw returns at the 5% level with absolute t-value larger than 1.96 (2.85). After risk adjustment using the Liu, Stambaugh and Yuan (2019) three-factor model, 16 (2) anomalies have significant alphas for single (multiple) tests, about half of which are based on liquidity information, while alphas for accounting anomalies are less significant. After regressing on the four-factor model with turnover, the liquidity anomalies become insignificant. We construct the composite anomalies, and find that the majority can pass the multiple test hurdle.