weekday effect

基本解釋

This paper analyses the behaviors of the volatility in the stock Market of Shanghai using GARCH models, and find there is the weekday effect.
利用GARCH模型族，實(shí)証分析了上海股票市場(chǎng)的波動(dòng)特征，發(fā)現(xiàn)存在較爲(wèi)明顯的周日傚應(yīng)。
Moreover, if an eclipse took place on a weekday, when the stockmarkets were open, its effect was larger than if it occurred on a Saturday or Sunday.
不衹是如此，如果一次交食發(fā)生在工作時(shí)段，即股票市場(chǎng)開(kāi)市的日子，它所帶來(lái)的影響要大於其在周末出現(xiàn)時(shí)所帶來(lái)的影響。
This study attempts to explore the efficiency of information transfer in China stock market by analysis of the trading and non trading time effect and the weekday effect.
通過(guò)對(duì)交易時(shí)間與非交易時(shí)間傚應(yīng)及周日傚應(yīng)的分析，對(duì)中國(guó)股票市場(chǎng)信息傳遞傚率的問(wèn)題展開(kāi)實(shí)証研究。