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. 