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中国股票市场的月份效应 被引量:27

The month-of-the-year effect in the stock markets of China
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摘要 本文在概述其他学者研究成果的基础上,对我国股票市场的月份效应进行了检验和实证分析,结果发现我国股票市场上不存在许多其他成熟的和新兴的股票市场所共有的一月份效应,但却存在十二月份效应。本文对此进行了充分的论证,并进行了解释。
作者 李锐
出处 《数量经济技术经济研究》 CSSCI 北大核心 2003年第7期126-130,共5页 Journal of Quantitative & Technological Economics
基金 国家自然科学基金(70273052)。
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参考文献10

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