This paper USES the high frequency data as sample to study the effect of nonsynchronous on the relativity of stock.
本文使用高频数据为样本来研究异步交易现象对股票相关性的影响。
The contrarian effect of Shanghai Stock Exchange A - shares is investigated using a traditional financial index based on 180 A - shares sample data from 1999 to 2003.
基于1999年至2003年“上证”180家上市公司的A股数据，采用传统财务指标研究了“上证”A股市场的反转效应问题。
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