In this paper , we investigate the disposition reaction of china financial market based on real - world investor behavior case study 本文是采用實證的方法,研究中國證券市場上的處置效應(yīng)問題。
In this paper , we investigate the profitability of cis & mts of china financial market based on real - world investor behavior case study . and the simple period is divided into two autocorrelation parts , then verify whether there are changing in the profitability and market ' s efficiency 本文從實證的角度對國內(nèi)證券市場反向投資與動量交易的獲利性進行的研究,并且分成兩個時間段進行比較,以檢驗獲利性的變動情況和市場是否逐步向有效市場方向發(fā)展。