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.
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。
I think it is safe to assume that the date and weekday pairs are not indicative of the year, but should rather be seen as chosen for literary effect.
我想也许假设对于这些日期的选择并不是暗示年份而仅仅只是因为情节的需要会更保险一些。
I think it is safe to assume that the date and weekday pairs are not indicative of the year, but should rather be seen as chosen for literary effect.
我想也许假设对于这些日期的选择并不是暗示年份而仅仅只是因为情节的需要会更保险一些。
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