周内效应/礼拜效应/日历效应“周内效应”(day-of-the-week effect)指股票商场在一周内地某一天地均匀收益率比一周内其他任鹤约夯天地均匀收益率高或者低,..
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Various effects have been tested by researcher such as Month of the year effect, holiday effect and day-of-the-week effect.
各种效应已经被研究人员进行了测试,如一年当中每月的效应,节日效应和一周效应。
This paper investigates the day-of-the-week effect on stock return and volatility in China during the period of 2000 to 2006.
本文研究《证券法》实施之后的2000—2006年沪深股市收益率与波动的周内效应。
A lot of literatures have showed that The day-of-the-week effect exists in most of the developed markets and the newly industried markets.
大量的实证研究表明“周内效应”是绝大多数发达国家股票市场和某些新兴国家股票市场普遍存在的一种异象。
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