%0 Journal Article %T 互联网金融市场的有效性检验
Validity Test of Internet Financial Market %A 吴王滢 %A 李淑锦 %J Finance %P 301-306 %@ 2161-0975 %D 2019 %I Hans Publishing %R 10.12677/FIN.2019.94038 %X
随着互联网金融的蓬勃发展,互联网金融行业市场越来越完善,正确地评价互联网金融市场的效率有重要的意义。本文以市场有效性理论为基础,用单位根检验和游程检验来对互联网金融市场进行有效性检验。实证结果表明我国互联网金融市场已经达到弱式有效。
With the rapid development of Internet finance, the Internet financial industry market is becoming more and more perfect, and it is of great significance to correctly evaluate the efficiency of the Internet financial market. Based on the market effectiveness theory, this paper uses the unit root test and run test to test the effectiveness of the Internet financial market. The empirical results show that China's Internet financial market has reached weak form efficiency.
%K 互联网金融市场,单位根检验,游程检验
Internet Financial Market %K Unit Root Test %K Run Test %U http://www.hanspub.org/journal/PaperInformation.aspx?PaperID=30618