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中国股票市场“周内效应”再检验 被引量:36

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摘要 本文对中国股票市场的“周内效应”按涨跌停板前一时期进行了分段检验 ,并发现上海股标市场 A股存在负的“星期二效应”和正的“星期五效应”。但对数据进行每一年检验时 ,发现只有 1996年的沪市存在“周内效应”。作者认为“周内效应”只是很偶然的现象 ,所谓中国股票市场存在的“周内效应”的结论值得怀疑 ,并且 ,单从金融市场是否存在“周内效应”来判断市场的有效性有欠妥当。
作者 陈超 钱苹
出处 《经济科学》 CSSCI 北大核心 2002年第1期85-91,共7页 Economic Science
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参考文献11

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二级参考文献10

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共引文献126

同被引文献351

引证文献36

二级引证文献171

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