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| 上海股票市场半强式有效性实证分析 | |
| 引用本文： | 刘琨,李凯,张永平. 上海股票市场半强式有效性实证分析[J]. 渤海大学学报(自然科学版), 2001, 22(1): 70-72 |
| 作者姓名： | 刘琨 李凯 张永平 |
| 作者单位： | 1. 本钢工学院基础部. 2. 东北大学工商管理学院, 3. 本溪工商银行. |
| 摘 要： | 股票市场的效率性指的是股票市场中股票价格对新信息的反应效率 ,它是股票市场成熟程度的表现。有效率的市场分为弱式有效市场、半强式有效市场和强式有效市场。通过对上海股市的 30家上市公司进行实证研究 ,得出的结论是 :目前上海股票市场非半强式有效。 |
| 关 键 词： | 半强式有效市场 超常收益 上海股市 |
| 文章编号： | 1007-533X(2001)01-0070-03 |
| 修稿时间： | 2000-11-11 |
Positive analysis on semistrong-form efficiency of Shanghai stock market |
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| LIU Kun,LI Kai,ZHANG Yong-ping. Positive analysis on semistrong-form efficiency of Shanghai stock market[J]. Journal of Bohai University:Natural Science Editio, 2001, 22(1): 70-72 | |
| Authors: | LIU Kun LI Kai ZHANG Yong-ping |
| Affiliation: | LIU Kun 1,LI Kai 2,ZHANG Yong ping 3 1.Benxi Institute of Iron and Stell Technology,Benxi 117000,China, 2.School of Business Administration,Northeast Vniversity,Shenyang 110005,China, 3.Industrial and Commercial Bank of Benxi,Benxi 117000,Chin |
| Abstract: | Efficiency of stock Market refers to one that the price of stocks in market responses to the new information. It indicates the mature degree of stock market.Effective market can be divided into weak form market,semistrong form market and strong form market. By positively researching on 30 companies on Shanghai stock market,the authors concludes that Shanghai stock market is not semistrong form efficiency at present. |
| Keywords: | semistrong form efficiency superprofit Shanghai stock market |
| 本文献已被 CNKI 万方数据 等数据库收录！ | |