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(shí)證的方法,研究中國證券市場(chǎng)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(shí)證的角度對(duì)國內(nèi)證券市場(chǎng)反向投資與動(dòng)量交易的獲利性進(jìn)行的研究,并且分成兩個(gè)時(shí)間段進(jìn)行比較,以檢驗(yàn)獲利性的變動(dòng)情況和市場(chǎng)是否逐步向有效市場(chǎng)方向發(fā)展。