Teaching effectiveness is a core issue in educational research; however, there is little consensus about the most important results of classroom teaching from an international perspective. The effectiveness of teaching has remained a 'black box' for a long time. In the secondary study described in this paper we used empirical data for Shanghai taken from the international Organization for Economic Co-operation and Development (OECD) study "Global Teaching InSights (GTI)"--initially the Teaching and Learning International Survey (TALIS) Video Study--which was based on videotaped direct observations of classroom teaching. Eighty-five junior high school mathematics teachers and their students in Shanghai were observed to explore the impact of specific teaching practices on students' interest, self-efficacy, and mathematics achievement scores. The results revealed that social-emotional support and instruction quality were the key dimensions relating to the characteristics and differences of mathematics lessons in Shanghai. While the former had a significantly positive impact on students' general mathematics self-efficacy, the latter had a significantly positive impact on students' mathematics interest. Although specific teaching practices had no significant direct impact on students' mathematics achievement scores, social-emotional support and instruction quality considerably influenced students' academic performance in an indirect way via general self-efficacy.