Testing Chinese Stock Market Efficiency
碩士 === 逢甲大學 === 金融碩士在職專班 === 104 === Abstract In this study, we apply quantile unit root test to test the weak-form efficient market hypothesis for China, using stock price index data from December 21, 1990 to April 10, 2015 for both the Shanghai and the Shenzhen. Our empirical results demonstrate t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/33832802319921924913 |