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.
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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