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，實證分析了上海股票市場的波動特征，發(fā)現(xiàn)存在較為明顯的周日效應(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.
不只是如此，如果一次交食發(fā)生在工作時段，即股票市場開市的日子，它所帶來的影響要大于其在周末出現(xiàn)時所帶來的影響。
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.
通過對交易時間與非交易時間效應(yīng)及周日效應(yīng)的分析，對中國股票市場信息傳遞效率的問題展開實證研究。