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.

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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.

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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.

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