本文選題：滬市A股 + 行業(yè)數(shù)據(jù)��； 參考：《求索》2011年08期

【摘要】：作為新興證券市場的中國證券市場是不是已經(jīng)達(dá)到弱式有效的問題,國內(nèi)學(xué)術(shù)界尚存不同見解�；诖�,本文在弱式效率細(xì)分的基礎(chǔ)上,建立一個(gè)統(tǒng)一的實(shí)證檢驗(yàn)方法體系,并運(yùn)用這一新的體系對滬市各行業(yè)的弱式效率進(jìn)行了實(shí)證檢驗(yàn)。研究表明,滬市A股21個(gè)行業(yè)市場效率都已達(dá)到弱式有效Ⅰ,只有印刷、信息與房地產(chǎn)行業(yè)達(dá)到弱式有效Ⅱ水平,但這三個(gè)行業(yè)都沒有達(dá)到弱式有效Ⅲ。只有整個(gè)市場中各行業(yè)的效率都達(dá)到了弱式有效,整個(gè)市場才能達(dá)到弱式有效。因此,滬市各行業(yè)目前只是處于弱式有效的初級水平。
[Abstract]:As the emerging securities market, the Chinese securities market has reached the weak effective question, the domestic academic circles still have different views. Based on this, this paper establishes a unified empirical test method system on the basis of weak efficiency subdivision, and uses this new system to test the weak efficiency of Shanghai stock market. The results show that the market efficiency of 21 A-share industries in Shanghai stock market has reached weak efficiency 鈪，

本文編號：1931432