weak form efficient market 弱式效率市场 ; 弱式效率性市场 ; 弱势效率市场
Weak Form Efficient 弱式有效
Weak-form Efficient Market Hypothesis 弱型有效市场假设
weak form of efficient market 弱式有效市场
weak efficient form 弱势有效市场
The main conclusion is as follows:1. The daily returns of china' s B-share markets are random walk, the markets are weak-form efficient markets.2.
最后,得出的主要结论如下:1. 我国的B股市场的日收益率呈随机游走状态,已经是弱式有效市场。
参考来源 - 基于有效市场假说的我国B股市场效率的研究Efficient Market Hypothesis was matured in the 1970s. According to the hypothesis, the efficiency of the securities market can be divided into three levels: weak-form efficient, semistrong-form efficient and strong-form efficient.
有效市场假说成熟于20世纪70年代,该假说将证券市场的效率分为三个层次:强势有效、半强势有效和弱势有效。
参考来源 - 有效市场假说及其在我国股票市场的实证检验·2,447,543篇论文数据,部分数据来源于NoteExpress
Thus, weak-form efficient hypothesis could not be accepted in China.
拒绝中国市场弱式有效假设。
Whether China's stock market is weak form efficient has always been a controversial problem.
中国股票市场是否已经达到弱式有效性一直是一个争议很大的问题。
We also verified stochastic feature of return time series, from results we see that Chinese stock market is weak form efficient.
同时检验了收益率序列的随机性,检验结果说明沪深股票市场基本达到弱式有效。
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