%0 Journal Article
%T Sample Case Study on Day-efficiency Hypothesis in Shanghai Securities Market<br>上海证券市场日期效应检验及其有效性的研究
%A SHI Hong
%A |hua
%A ZHENG Wei
%A <br>石洪华
%A 郑伟
%J 系统工程理论与实践
%D 2003
%I 
%X The returns of eighteen typical stocks which have been selected randomly in Shanghai securities market are considered as samples. It analysises the day\|efficiency in market return and its variance. Through the sample case study on Shanghai securities market, it founds that there exits rather evident day\|efficiency. This conclusion supports that Shanghai' stock market is accord in the weak form of efficient market.
%K day\|efficient
%K efficient market hypothesis
%K similarity degree<br>日期效应
%K 市场有效性
%K 贴近度
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=41FC8DE6D42CB404&yid=D43C4A19B2EE3C0A&vid=EA389574707BDED3&iid=94C357A881DFC066&sid=2001E0D53B7B80EC&eid=1AE5323881A5ECDC&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=0&reference_num=7