| 摘要: |
| 采用非参数检验方法考察我国证券市场的周内效应模式，并比较我国证券市场实施融资融券交易前后各4年的证券市场周内效应模式的差异性，据以分析融资融券交易制度对证券市场周内效应模式的影响。得出的结论是，我国融资融券交易实施前后，证券市场均存在一定程度的周内效应，但融资融券交易制度实施前后证券市场的周内效应模式存在明显差异，从而捕捉到了融资融券交易制度影响证券市场周内效应模式的经验证据。 |
| 关键词: 融资融券 证券市场 周内效应模式 非参数检验 |
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| Nonparametric Test of the Impact of the Margin Trading on the Mode of the Day of the week Effect in the Securities Market |
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LIN Xiang you, YI Fan qi, CHEN Chao
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| Abstract: |
| This paper studies the mode of the day of the week effect in the securities market with the nonparametric test, and compares 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 securities market, however, there is significant difference in the mode of the day of the week effect in securities market so that the experience and data are obtained for the margin trading on the mode of the day of the week effect in the securities market. |
| Key words: margin trading securities market day of the week effect mode nonparametric test |
