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dc.contributor.advisor赵华
dc.contributor.author缪乐山
dc.date.accessioned2016-02-14T03:32:07Z
dc.date.available2016-02-14T03:32:07Z
dc.date.issued2009-09-17 15:45:38.0
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/41161
dc.description.abstract有效市场理论是金融学的基石之一,但是在现实经济中却存在许多挑战这一理论基石的经济异象,其中之一就是周内效应现象。周内效应是指周内某一交易日的收益率明显地高于或低于其他交易日,并且这一现象长期存在。根据有效市场理论,投资者是理性的,若各交易日的收益率存在差异,就会导致无风险套利机会的出现,理性的投资者会察觉这一机会并进行无风险套利活动,从而促使市场的均衡,消除这种差异。然而,大量的实证研究发现,现实经济中周内效应广泛存在。 回顾国内外相关文献,我们发现现有的尤其是有关中国股票市场周内效应的研究存在以下几个值得继续深入的地方:一是研究工具选择上,现有绝大部分研究要么使用线性回归模型,要么使用GA...
dc.description.abstractEfficient market theory is one of the cornerstones of finance, but in the real economy, there are many phenomena challenging this cornerstone, one of which is the Day-of-the-week-effect. Day-of-the-week-effect refers to the return of a particular trading day significantly higher or lower than the other trading days, and this phenomenon persistently exists. According to efficient market theory, inv...
dc.language.isozh_CN
dc.relation.urihttps://catalog.xmu.edu.cn/opac/openlink.php?strText=20309&doctype=ALL&strSearchType=callno
dc.source.urihttps://etd.xmu.edu.cn/detail.asp?serial=21396
dc.subject周内效应
dc.subject随机占优
dc.subject滚动样本
dc.subjectDay-of-the-week-effect
dc.subjectStochastic Dominance
dc.subjectSample Rolling Method
dc.title中国股票市场周内效应研究 —基于滚动样本的随机占优分析
dc.title.alternativeA Study on Day-of-the-week-effect in China’s Stock Markets —Stochastic Dominance Analysis with Sample Rolling Method
dc.typethesis
dc.date.replied2009-05-23
dc.description.note学位:经济学硕士
dc.description.note院系专业:经济学院金融系_金融学(含保险学)
dc.description.note学号:15620061150992


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