...verage offer higher returns 收益的季节性(Return Seasonality)to investors than large firms） “周一效应”(Monday effect): Monday returns are lower 小公司效应的实证检测：than returns on other days, 而且周五收盘到周一收盘 小公司效应80年代初在...
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在上升横盘期除了周一效应显著外，还存在显著的周五效应。
Monday and Friday effect is significant in the boom - stable period;
用五分钟高频数据对我国股市的周末效应进行检验后，发现我国股市在周一的收益波动率最大。
After testing on weekday affect using the high frequency data, it is found that in Monday the return volatility of China stock market is the highest.
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