统计研究 ›› 2001, Vol. 18 ›› Issue (12): 43-46.
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李学等
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LI Xue-Deng
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Abstract: Run test is a method to test the Weak From Efficiency of Capital Market. This paper compares two methodologies introducing separately by Fama(1965) and Mood(1940). Then we test the efficiency of Chinese Stock Market. It should be pointed out that part of the Stock Market in China has been a Weak From Efficiency Market from the year 1993 on.
李学等. 中国证券市场有效性的游程检验[J]. 统计研究, 2001, 18(12): 43-46.
LI Xue-Deng. The Run Test of the Availability of the Chinese Stock Market[J]. , 2001, 18(12): 43-46.
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https://tjyj.stats.gov.cn/CN/Y2001/V18/I12/43
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