In order to examines the day of the week effect during the five trading days, we introduce five dummy variables which denote Monday to Friday respectively.

 
  • 周內效應檢驗的是周一到周五這五個(gè)交易日里收益率的波動(dòng)情況;為判斷其差異是否顯著(zhù);本文引入虛擬變量(dummy variables).;在弱檢驗的形式上;本文發(fā)現滬深股市在發(fā)展過(guò)程中均存在一定的周內效應。
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