| 基于游程检验的上海股票市场弱式有效性研究 |
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| 引用本文： | 柴丽俊,李先流.基于游程检验的上海股票市场弱式有效性研究[J].价值工程,2011,30(12):162-162. |
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| 作者姓名： | 柴丽俊 李先流 |
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| 作者单位： | 青岛科技大学经济与管理学院,青岛,266000 |
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| 摘 要： | 有效市场假说理论是股票市场理论研究的基础之一,股票市场的有效性对政府的监管和投资者的投资策略都有着重要影响。本文选取2006年至2010年上海股票市场的一系列指数的日收盘价进行游程检验,得出上海股票市场是弱式有效市场的结论。
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| 关 键 词： | 上海股票市场 弱式有效 游程检验 |
Effectiveness Research on Shanghai Stock Market Weakness Based on Runs Test |
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| Chai Lijun,Li Xianliu.Effectiveness Research on Shanghai Stock Market Weakness Based on Runs Test[J].Value Engineering,2011,30(12):162-162. |
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| Authors: | Chai Lijun Li Xianliu |
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| Institution: | Chai Lijun Li Xianliu(Qingdao University of Science and Technology,College of Economic and Management,Qingdao 266000,China) |
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| Abstract: | The efficient market hypothesis theory is one basis of the stock market theory research,the effectiveness of the stock market has a significant impact on government regulation and investment strategies of investors.This paper selects closing price in a series of indexes from 2006 to 2010 of Shanghai stock market to runs test,making the concluding of Shanghai stock market is weak form efficient market. |
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| Keywords: | Shanghai stock market the weak form efficiency runs test |
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