周内效应/礼拜效应/日历效应“周内效应”(day-of-the-week effect)指股票商场在一周内地某一天地均匀收益率比一周内其他任鹤约夯天地均匀收益率高或者低,..
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Using the latest data and the model of GARCH(1,1)-GED we find the day of the week effect is weak in bear markets and strong in bull markets.
在使用样本滚动检验方法分析了周内效应研究中牛熊划分的合理性后,利用最新数据及GARCH(1,1)-GED模型发现牛市期间的周内效应较弱,熊市期间显著。
参考来源 - 中国A股股票市场周内效应新探The conclusion is that Chienese stock market exists the different formal the "day-of-week effect" in divided stages.
得出结论中国股市在所划分的阶段内，存在不同表现形式的“周内效应”。
参考来源 - 证券市场“周内效应”统计研究·2,447,543篇论文数据，部分数据来源于NoteExpress
本文研究《证券法》实施之后的2000—2006年沪深股市收益率与波动的周内效应。
This paper investigates the day-of-the-week effect on stock return and volatility in China during the period of 2000 to 2006.
大量的实证研究表明“周内效应”是绝大多数发达国家股票市场和某些新兴国家股票市场普遍存在的一种异象。
A lot of literatures have showed that The day-of-the-week effect exists in most of the developed markets and the newly industried markets.
在考察中国股票市场总体是否存在周内效应的同时，本文对股票进行分组，考察不同规模公司股票收益率是否存在周内效应。
After seeing about the existence of China's stock market overall day-of-the-week effect, the paper sizes company stocks to test whether day-of-the-week effect of different scale stock return exists.
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