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中国股票市场的石油效应之谜
董坤; 谢海滨; 汪寿阳
2012
Source Publication管理科学学报
ISSN1007-9807
Volume015Issue:011Pages:45
Abstract本文对股票市场是否具有可预测性进行探讨,通过石油价格的变动,进而预测上海证券交易所综合指数(SSEC)的收益率.检验结果显示,自2003年后,上证综指收益率存在显著的石油效应,这种中国所特有的石油效应之谜,既不能用有效市场假说来解释,也无法被信息反应不足假说所解释.
Language英语
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/48774
Collection系统科学研究所
Affiliation中国科学院数学与系统科学研究院
Recommended Citation
GB/T 7714
董坤,谢海滨,汪寿阳. 中国股票市场的石油效应之谜[J]. 管理科学学报,2012,015(011):45.
APA 董坤,谢海滨,&汪寿阳.(2012).中国股票市场的石油效应之谜.管理科学学报,015(011),45.
MLA 董坤,et al."中国股票市场的石油效应之谜".管理科学学报 015.011(2012):45.
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