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- W2380233156 abstract "By describing the statistic distribution of SHEN FA ZHAN dayclosing price (Stock A0001) from 04/09/1993 to 04/09/2001, we find a bimodal distribution which indicates that China stock market is not semiefficient. At the first stage from 04/09/1993 to 05/31/1996, the dayclosing price is leftleaning normal distribution, and the second stage from 06/03/1996 to 04/09/2001 is close to normal distribution. We also analyze the day, week, halfmouth, mouth, quarter, halfyear and year yield distribution of stock A0001 during the two abovementioned stages. From our analysis, we find the distributions at the two stages are asymptotic efficient following with the increase of time windows." @default.
- W2380233156 created "2016-06-24" @default.
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- W2380233156 date "2003-01-01" @default.
- W2380233156 modified "2023-10-17" @default.
- W2380233156 title "Empirical Analysis of Stock Market Asymptotic Efficiency" @default.
- W2380233156 hasPublicationYear "2003" @default.
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