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上证指数交易周的日效应检验

The Examination of the-day-of-the-week Effect of the Shanghai Stock Exchange Index
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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.
作者 王鸿燕 余东
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
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参考文献5

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二级参考文献13

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