Expected thermal stability from a Digital Caliper

Greetings All.
I've just bought a 150mm (6") Digital Caliper of the non-branded
Chinese variety. I must say that on the whole I'm pleased with it and
quite surprised that it's as well made as it is for the money. One
small problem to rear its ugly head is that the reading changes with
temperature. Now I'm not talking about extremes here, but things like
leaving it under a work lamp, or even as it warms from the heat of my
hands, have a significant effect on the readout. After being zeroed
at room temp and then left in a chilly workshop for 20 mins I find it
would read something like minus .05mm. If I go to a normally heated
room and just hold it until the temp equalises it would show a
reading of about plus .03mm, so a potential error of .08mm which is
not insignificant I'm sure you'll agree. I might add that it is
accurate, if it's zeroed just before a measurement is taken. So at
last my question is, do they all do this and what kind of results
could I expect if I were to fit similar cheap digital scales to my
Milling Machine?