| 股市有效性综合指数及其应用 |
| |
| 引用本文： | 周涌.股市有效性综合指数及其应用[J].统计与信息论坛,2011,26(10):22-27. |
| |
| 作者姓名： | 周涌 |
| |
| 作者单位： | 成宁学院数学与统计学院,湖北咸宁,437100 |
| |
| 基金项目： | 湖北省教育厅人文社会科学项目《湖北籍上市公司绩效的动态综合评价》 |
| |
| 摘 要： | EugeneFama所确认的“弱一半强一强”三个层次一直被用以度量股市的有效性程度，但因该理论存在很多缺陷，故采用统计指数对股市有效性进行综合评价，将股市有效性以指数的形式量化表示，该指数可被视为股市在有效性上的“得分”。将股市有效性以统计指数的形式加以测度，可以很好地克服Fama理论中的种种弊端。
|
| 关 键 词： | 股市有效性 综合指数 测度 |
Stock Market Efficiency Index and Its Application |
| |
| ZHOU Yong.Stock Market Efficiency Index and Its Application[J].Statistics & Information Tribune,2011,26(10):22-27. |
| |
| Authors: | ZHOU Yong |
| |
| Institution: | ZHOU Yong(School of Mathematics and Statistics,Xianning University,Xianning 437100,China) |
| |
| Abstract: | According to the traditional theory presented by Eugene Fama,there are three kinds of efficiency of stock markets: weak and semi-strong and strong.There are some faults in Fama's theorem.In this paper,a new measurement based on statistical index is put forward.When this index is used to measure the efficiency of stock markets,those faults in Fama's theorem could be conquered. |
| |
| Keywords: | efficiency of stock markets index measurement |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
