中国证券市场有效性的游程检验
2001-12-15分类号：F832.5
【部门】北京大学光华管理学院 北京大学光华管理学院 北京大学光华管理学院
【摘要】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.
【关键词】游程检验 价格变化 市场有效性
【基金】
【所属期刊栏目】统计研究
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