统计研究 ›› 2001, Vol. 18 ›› Issue (8): 38-41.
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李学等
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LI Xue et al
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Abstract: Weekly effect is a main anomaly which is relevant to Market Efficiency. This paper analyses the statistic characteristics of short-term return in the two stock markets of China. We find that there exists a weekly effect partially due to the clearing system and information disclosure mechanism. However, comparing with other Asian stock markets, the effect is not very apparent.
李学等. 中国股市的星期效应研究[J]. 统计研究, 2001, 18(8): 38-41.
LI Xue et al . Study on the week effect of China’s stock market[J]. , 2001, 18(8): 38-41.
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https://tjyj.stats.gov.cn/CN/Y2001/V18/I8/38
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