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我国股市季节性变动实证研究 被引量:3

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摘要 本文以1996年至2005年资料为研究样本,从实证的角度研究了我国股市月份高点、低点及收益率在一年之中的分布规律,通过在指标绝对数值研究的基础上又增加了秩的研究,最终发现,我国股市存在着明显的季节性变动。
作者 鞠英利
出处 《经济问题探索》 北大核心 2007年第1期143-148,共6页 Inquiry Into Economic Issues
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