| 1. | The day of the week effect of shanghai stock market fluctuation 上海股票市场波动的周内效应 |
| 2. | The conclusion is that chienese stock market exists the different formal the " day - of - week effect " in divided stages 得出结论中国股市在所划分的阶段内,存在不同表现形式的“周内效应” 。 |
| 3. | And , we empirically investigated the " day - of - week effect " on chinese stock market with using the practical data of shanghai and shenzhen stock market 并结合中国沪、深股市实际数据实证分析了我国股市的“周内效应”问题。 |
| 4. | In addition , security analyst has important contribution to the construction of the efficient capital market and the rational allocation of the national saving 最后推荐股票中我们认为是存在着周内效应的,在每周的周四收益率为最低。 |
| 5. | The original ideas of this dissertation are the following : ( l ) based on the investigation of the existed testing method for the " day - of - week effect " in literature , we put forward a new comparatively rational testing model in theory 本文主要作了如下工作: ( 1 )我们在分析现有文献中用以检验“周内效应”方法不足之处的基础上,建立了比较合理的检验理论模型。 |
| 6. | However , the sample volumes in these studies are small , which leads to the instability sod unreliability of the empirical results , and studies are not adequate concerning the formation causes and mechanisms of leverage effect , weekday effect and herding effect 但是,在研究中也存在样本容量小,容易导致实证结果不稳定、不可靠,对杠杆效应、周内效应、羊群效应形成原因和机理研究不足等问题。 |
| 7. | Then using daily trade data for market mid - term liquidity , we discover that liquidity of a share market have apparently " weekly effect " , and former influence of trading variable for current liquidity is more strong than current trading variable 然后利用日交易数据对市场中期流动性指标进行了度量与分析,发现沪深a股市场具有周二流动性显著下降的“周内效应” :前一期交易变量对当期流动性的影响比当期交易变量更强。 |
| 8. | Many empirical investigations have validated that the " day - of - week effect " is an ubiquitous phenomena in many developed countries " securities business and in some burgeoning stock market . but the methods investigations have used were so different that one conclusion can not be horizontally compared with the other conclusion . furthermore , some method model themselves were possible ill - suited to securities data 许多实证研究证实, “周内效应” ( day - of - theweekeffect )是国外许多发达国家证券市场与某些新兴的股票市场普遍存在的一种现象,但所使用的分析方法各异,难以使人将结论进行横向比较,更为可能的是,有些方法模型本身可能对证券数据是不合适的,建立合理的统计检验“周内效应”方法是本文仔细研究的问题。 |
| 9. | The three orogenic belts of sanjiang , qinling and xingan - mongolia developed in china from south to north , not only record the perfect history of the paleo - asia plates evolutionary process , and also reflect the effects of pacific plate subducting and indian - asia continent collision on continental margin and intern , especially these orogenic belts have experienced the main processes and metallogeny during the collision to post - collision and 我国从南往北发育的三江造山带、秦岭造山带和兴蒙造山带,记录了古板块演化旋回及其成矿作用的完整历史,也叠加了中新生代太平洋板块俯冲和印度板块碰撞导致的大陆边缘及陆内效应的信息。 |
| 10. | ( 4 ) when we considered how to provide the practical investors for directions with using the testing result of the " day - of - week effect " , we connected the index of moving average line . we summarized the characteristic and application of moving average line in the stock market . and this dissertation puts forward a new ameliorated model with moving average line connecting the practice of stock market ( 4 )在结合移动平均线考虑“周内效应”检验结果对实际投资者提供指导时,研究了移动平均线这一技术指标及其在股市中的应用问题,并结合实际提出了新的移动平均线投资决策改进模型,经过计算机模拟,结果表明,利用该模型可以有效的降低风险,增加收益。 |