| 股票市场价格序列正态性检验——基于上海股票市场2007-2013年数据 |
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| 引用本文： | 倪洪燕,王勇.股票市场价格序列正态性检验——基于上海股票市场2007-2013年数据[J].财务与金融,2014(1):33-37. |
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| 作者姓名： | 倪洪燕 王勇 |
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| 作者单位： | [1]云南省师范大学商学院,云南昆明650000 [2]云南省农村信用社联合社银行卡中心,云南昆明650000 |
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| 摘 要： | 本文从股票价格变动的随机游走理论入手,通过频数分布和序列相关检验给出了我国股票价格变动的特点,发现股票价格序列所具有的正态特征并不显著.文章最后指出我国股市的停板制度影响了我国股市的有效性水平.
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| 关 键 词： | 正态分布 频数分布 序列相关 |
Series Normality Test of Stock Market Price——based on Panel Data of 2007-2013 of Shanghai Stock Market |
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| NI Hong-yan,WANG Yong.Series Normality Test of Stock Market Price——based on Panel Data of 2007-2013 of Shanghai Stock Market[J].Accounting and Finance,2014(1):33-37. |
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| Authors: | NI Hong-yan WANG Yong |
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| Institution: | Business School, Yunnan Normal University, Kunming 650106 Credit Card Center, Yunnan Rural Credit Cooperatives, Kunming 650031 |
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| Abstract: | This paper is based upon the random walk theory of change of stock prices. Through frequency distribution and serial correlation, we test the distribution of change of stock prices, we find that the normality of stock prices is not very outstanding. At the end of this paper, we point out that the trading halt system influences the stock market efficiency. |
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| Keywords: | Normal Distribution Frequency Distribution Serial Correlation |
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