| 中国股票市场有效性的实证检验 |
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| 引用本文： | 耿军会,石会娟. 中国股票市场有效性的实证检验[J]. 科技情报开发与经济, 2006, 16(2): 110-112 |
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| 作者姓名： | 耿军会 石会娟 |
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| 作者单位： | 河北大学经济学院,河北,保定,071002;河北农业大学经济贸易学院,河北,保定,071001 |
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| 摘 要： | 采用事件研究法,利用上海股票市场的数据对我国股票市场的效率性进行了实证检验,得出我国目前股票市场尚不具备次强效率性,仍处于弱有效状态或无效状态的结论,并针对当前我国股票市场中存在的问题提出了几点政策建议。
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| 关 键 词： | 股票市场 效率性 信息披露 事件研究法 |
| 文章编号： | 1005-6033（2006）02-0100-03 |
| 收稿时间： | 2005-09-07 |
| 修稿时间： | 2005-09-07 |
Empirical Study on the Validity of Chinese Stock Market |
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| GENG Jun-hui,SHI Hui-juan. Empirical Study on the Validity of Chinese Stock Market[J]. Sci-Tech Information Development & Economy, 2006, 16(2): 110-112 |
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| Authors: | GENG Jun-hui SHI Hui-juan |
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| Abstract: | By using the event methodology and the data of Shanghai stock market,this paper makes the empirical study on the efficiency of Chinese stock market,the conclusion of which is that the current stock market of our country possesses on the sub-strong efficiency and is still a weak active state or non-active state,and puts forward several political suggestions in the light of the problems existing in the current Chinese stock market. |
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| Keywords: | stock market efficiency information revealing event methodology |
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