Empirical evidence shows that the majority of contrarian profits in Chinese stock market are due to overreaction while a small part is due to negative correlation of common factor in time series.
实证表明，中国证券市场的反向利润绝大多数源于股票的反应过度，有少部分源自共同因素在时间序列上的负相关。
The time series analysis show that the two class of variables have one order negative correlation, and the trading activity has weekly seasonal effect.
时间序列分析显示两类变量都存在一阶负相关，而交易活动存在周日效应。
The time series analysis show that the two class of variables have one order negative correlation, and the trading activity has weekly seasonal effect.
时间序列分析显示两类变量都存在一阶负相关，而交易活动存在周日效应。
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