摘要
本文对上证综合指数的交易周的日效应进行检验.可以确定上海股票交易市场存在这种效应,并且在不同时期所表现的方向和幅度是不一致的.
In this paper we examine the Shanghai stock exchange index for evidence of a day-of-the-week effect.It is confirmed that there is the-day-of-the-week effect in the Shanghai stock exchange market.Also the reported daily seasonalities are not constant in direction and magnitude through different time periods.
出处
《应用数学》
CSCD
北大核心
2006年第S1期137-142,共6页
Mathematica Applicata
关键词
上证指数
交易周的日效应
The Shanghai stock exchange index
The-day-of-the-week effect