节点文献
中国证券市场有效性的游程检验
The Runs Test of the Availability of the Chinese Stock Market
【Abstract】 Run test is a method to test the Weak Form 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 Form Efficient Market from the year 1993 on.
- 【文献出处】 统计研究 ,Statistical Research , 编辑部邮箱 ,2001年12期
- 【分类号】F832.5
- 【被引频次】98
- 【下载频次】1535