一月效应 meaning in Chinese
january effect
Examples
- There is positive abnormal return on tuesday and friday , but negative abnormal return on monday and thursday 6 . there is weak monthly effect . there is weak january effect in both market and the joint significance test has reached the 10 % level
( 6 )沪深两个市场都存在月历效应，虽然不显著，但在所得到的回归结果中，两个市场在一月份都有负的超额收益率，表现出了一月效应，而且联合检验的显著性水平达到了10 - As this special month is always january in lots of stock markets , we also call it january effect . sometimes the special month is october , and it is called mark twin effect . similarly , day of week effect is that the mean returns of special days of a week are different from normal returns
月历效应是指持久存在的某月份的股市非正常收益，包括一月效应和马克吐温效应等；周历效应是指持久存在的某周历日的股市非正常收益，包括周末效应、周一效应等。 - Based on the finding , the author construct a very successful investment strategy , the indices of which is stock capitalization and b / m factor . in additional , the author evaluate the anomalous return produced by vcis , including equal - weighted and value - weighted , after controlling stock capitalization . finally the author evaluate the anomalous return produced by vcis in january and february
最后，作者对价值投资策略的一月和二月效应进行了考察，发现:价值投资策略的超额利润不是由一月效应和二月效应产生，价值投资策略在一月和二月的表现低于在其他月份的平均表现，而且在二月份超额利润更低。