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- This paper analyses the behaviors of the volatility in the stock Market of Shanghai using GARCH models, and find there is the weekday effect. 摘要利用GARCH模型族,实证分析了上海股票市场的波动特征,发现存在较为明显的周日效应。
- 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. 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。
- Moreover, different from the sector indexes, the time-varying betas of the stocks have more statistically significant weekday effects. 此外,个股的时变贝塔表现出不同于行业指数的特点,其周内效应相对比较明显。
- We examine the weekday effects of the returns, the time-varying betas, the time-varying Treynor ratios and the volumes of the sector indexes. 研究发现行业指数的收益率、时变特雷诺比率、交易量有明显的周效应;
- Weekday Effect on Shanghai Stock Market Return and its Volatility 上海股市收益与波动的周内效应研究
- A study on the weekday effect of return volatility in the stock market 股市波动的周内效应研究
- Testing for the weekday effect of return volatility in the Shanghai stock market 上海股市波动的周日效应检验
- Punishment had very little effect on him. 惩罚对他没有什么效果。
- A newspaper published every day or every weekday. 日报,周报每天或每周出版的报纸
- It's certain that every effect must have a cause. 无疑,每个结果必定有其原因。
- That measure will be carried into effect very soon. 这项措施将在最近付诸实施。
- My plan has not been carried out with effect. 我的计划未被有效地执行。
- The room shows off her paintings to good effect. 这个房间把她绘画的优点充分显示出来。
- Her words had a soothing effect. 她的话起了安慰的作用。
- It's the music to heighten the dramatic effect. 那是用于提高戏剧效果的配乐。
- I felt comfortable on narcotic effect. 在麻醉剂的作用下我感到舒服些。
- The general effect of the painting is overwhelming. 这幅画给人总的印象是很有气势。
- Her reply is in effect an apology. 她的答复实际上是一种道歉。
- Alcohol has a very bad effect on drivers. 酒精对司机的影响很大。
- Salt has a preservative effect on food. 盐对食物有防腐作用。