重庆工商大学学报（社会科学版）2016，Vol.33Issue(4)：26-34,9.DOI:10.3969/j.issn.1672-0598.2016.04.005
融资融券交易影响证券市场周内效应模式的非参数检验
Nonparametric Test of the Impact of the Margin Trading on the Mode of the Day-of-the-week Effect in the Securities Market
摘要
Abstract
This paper studies the mode of the day-of-the-week effect in the securities market with the nonparametric test,and com-pares the difference of the mode of the day-of-the-week effect in the securities market before and after the margin trading was introduced in four years respectively,so as to analyze the impact of the margin trading on the mode of the day-of-the-week effect in the securities market.The conclusion is that before and after the implementation of margin trading,there is certain the day-of-the-week effect in secu-rities market,however,there is significant difference in the mode of the day-of-the-week effect in securities market so that the experi-ence and data are obtained for the margin trading on the mode of the day-of-the-week effect in the securities market.关键词
融资融券/证券市场/周内效应模式/非参数检验Key words
margin trading/securities market/day-of-the-week effect mode/nonparametric test分类
管理科学引用本文复制引用
林祥友,易凡琦,陈超..融资融券交易影响证券市场周内效应模式的非参数检验[J].重庆工商大学学报（社会科学版）,2016,33(4):26-34,9.基金项目
四川省软科学计划项目（2014ZR0211）“融资融券交易制度对证券市场质量的影响研究”；四川省软科学计划项目（2015ZR0228）“沪港通对 A＋H 交叉上市公司股价同步性的影响研究”；四川省教育厅人文社科重点项目（14SA0036）“股指期货主力合约转换的判别法则优化研究”；四川省教育厅人文社科项目（16SB0068）“企业社会责任信息披露的影响因素与经济后果研究”；成都理工大学（KYTD201303）“金融与投资优秀科研创新团队培育资助” （）
