周日效应 ( Weekday Effect )是指一周内各个交易日收益和风险的不均匀现象。菲尔兹(Fields,1931)是第一个提出 周日效应 的学者,他发现1915~1930年美国道·...
基于16个网页-相关网页
·2,447,543篇论文数据,部分数据来源于NoteExpress
时间序列分析显示两类变量都存在一阶负相关,而交易活动存在周日效应。
The time series analysis show that the two class of variables have one order negative correlation, and the trading activity has weekly seasonal 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。
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.
根据地球自由核章动在周日重力潮汐观测中的共振效应确定了自由核章动的复本征周期和品质因子Q 值,研究了极移重力效应;
The complex eigen period period and Q value of the FCN are evaluated based on the resonance observed in the diurnal tidal gravity, the gravity change due to the polar motion is also studied.
应用推荐