According to the corresponding different information collection, the efficient market was divided into three kinds: weak form market, semi-strong form market and strong form market.
根据对应的信息集的不同,人们将有效市场分为三类:弱式有效市场、半强式有效市场和强式有效市场。
Through variance ratio test, we find the Chinese warrant markets do not reach weak form market efficiency, and simple trading rules of technique analysis prove some kind of efficacy.
通过方差比检验,我们发现中国权证市场不具弱有效性,简单交易规则一定程度上能在权证市场中有效预测。
This conclusion supports that Shanghai' stock market is accord in the weak form of efficient market.
这一结果支持了目前学术界关于上海证券市场弱有效性的观点。
This paper examines the weak form efficiency in Shanghai stock market from the beginning of 1991 to the end of 1996 by applying modern investment theories and empirical research method.
运用现代投资分析理论与实证研究方法,对上海股票市场从1991年初~1996年底的市场弱式有效性进行了全面综合分析。
Besides reclassification of weak form efficient market, the text carries on empirical research about efficiency of our securities market.
本文的重点除了对弱势有效进行分类之外,还基于新建立的分析体系对我国证券市场效率进行了实证研究。
Reclassification of weak form efficient market and setting up a new analysis system can make effective and rational research to the poor efficiency of the new developing securities market.
对弱势有效的分类,建立一个新的弱势有效分析体系,能对新兴证券市场的低效率进行有效而合理的评价。
Many empirical studies have been widely carried to investigate the weak-form efficient market hypothesis for emerging markets, and the results are mixed.
许多实证研究已经对弱形式有效的市场假说和新兴市场广泛地进行了调查,结果这两者是混合的。
We also verified stochastic feature of return time series, from results we see that Chinese stock market is weak form efficient.
同时检验了收益率序列的随机性,检验结果说明沪深股票市场基本达到弱式有效。
The Chinese stock market whether or not meets weak-form efficiency has been an important issue of the theoretical study, and has significant practical value.
中国股票市场是否达到弱势有效,一直是理论界探讨的重要课题,同时也具有重要的实践意义。
The problem of whether Chinese stock market meets the weak-form efficiency or not has been a very important topic for quite a long time, not only in theory but also in practice.
中国股票市场是否达到弱式有效一直是理论界讨论的重要课题,具有重要的理论价值和实践意义。
According to the classic taxonomy of information sets, efficient market is classified as weak-form, semistrong-form and strong-form.
针对我国天然胶期货市场的实际情况,本文将只进行弱式有效检验。
Most researches show at present that Chinese security market has already reached the weak-form efficiency, but has not been up to semi-strong-form efficiency.
目前大多数的研究认为我国证券市场已达到弱式有效,但尚未达到半强式有效。
Shenzhen stock market has qualified the weak-form efficiency. Autocorrelation of the time sequence tests show that the time sequence of stock return is correlative.
自相关检验结论为:序列存在相关性,否定了收益序列的随机波动特性。
Shenzhen stock market has qualified the weak-form efficiency. Autocorrelation of the time sequence tests show that the time sequence of stock return is correlative.
自相关检验结论为:序列存在相关性,否定了收益序列的随机波动特性。
应用推荐