利用价格聚类法对中国股票市场效率的考察
被引量：1
摘要
本文利用价格聚类效率理论对我国证券市场效率的变化进行了分析。对中国股票市场价格聚类进行研究表明,其特征基本支持效率理论,与价格、波动性成正比、与交易量成反比。价格聚类现象的研究表明:2001年12月实施统一的新交易规则,A股市场的市场效率得到明显的提高。B股市场对国内投资者的开放,也改善了B股市场的市场效率。
出处
《统计与决策》
CSSCI
北大核心
2006年第6期113-115,共3页
Statistics & Decision
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