通过对交易时间与非交易时间效应及周日效应的分析，对中国股票市场信息传递效率的问题展开实证研究。
This study attempts to explore the efficiency of information transfer in China stock market by analysis of the trading and non trading time effect and the weekday effect.
本文主要在对证券市场羊群行为研究现状进行综述的基础上，对中国股票市场上的羊群效应进行实证研究并对其发生机制进行理论分析。
Based on the research survey of the herd behavior in security markets, the author empirically studies the herd behavior in China stock market and theoretically analyzes the occurrence mechanism of it.
本论文的研究目的在于通过对中国股票市场动量效应的实证分析，探索中国股票市场动量效应现象的特点及原因。
Purpose of this dissertation is to identify features of momentum effect and to discover reasons why it takes effect in China's stock market through empirical analysis.
本文是对中国股票市场过度自信问题所作的实证研究。
This paper is an empirical study on the overconfidence effects in China's stock markets.
在股价时序数据不存在噪音的假设前提下，利用相空间重构技术对中国股票市场的混沌与分形特征进行实证研究。
Under the hypothesis of empty of noise, utilizing technology of phase-space reconstruction to empirically study the chaos and fractal feature of China stock market.
本文主要研究基于长记忆性的中国股票市场波动性的实证分析。股票市场充满不确定性。
This paper is an empirical study on the volatility of stock market in china-based on the long-term memory theory.
利用个股数据资料和非对称成分GARCH-M模型对中国股票市场的量价关系进行了实证研究。
This paper conducts empirical study of the relationship between stock price and trading volume with the help of data of some stocks and asymmetric component GARCH-M.
为了解决这一问题，应用损益价差这一新的风险测度方式对中国股票市场进行了实证研究。
To resolve the problem, gain-loss spread is introduced to measure the risk of Chinese stock market.
利用改进的统计方法，利用1995年1月至2001年12月的月收益数据重新进行了有关中国股票市场的价格惯性、反转效应的实证研究。
Using revised statistic method, we redo research about the price momentum and contrarian effects in Chinese stock market with stocks' monthly return between Jan. 1995 and Dec. 2001.
利用改进的统计方法，利用1995年1月至2001年12月的月收益数据重新进行了有关中国股票市场的价格惯性、反转效应的实证研究。
Using revised statistic method, we redo research about the price momentum and contrarian effects in Chinese stock market with stocks' monthly return between Jan. 1995 and Dec. 2001.
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