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中国股市规模效应与账面市值比效应的稳定性 被引量:5

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摘要 本文对中国股市进行研究。结果发现:一方面,规模效应和账面市值比效应受到收益率计算时间间隔的影响;另一方面,随着时间的推移规模效应已经消失,而账面市值比效应只在2003年以后才变得显著。这些特征与中国资本市场特殊的制度背景和过度投机息息相关。
出处 《统计与决策》 CSSCI 北大核心 2007年第4期94-96,共3页 Statistics & Decision
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