试述我国股市有效性的研究方法及检验  

作　　者：安合祥[1] 芦明[1] 

机构地区：[1]天津财经学院,天津300222

出　　处：《现代财经（天津财经大学学报）》2001年第9期24-27,共4页Modern Finance and Economics：Journal of Tianjin University of Finance and Economics

摘　　要：本文围绕我国股市的效率展开 ,意欲对其是否有效进行检验。指出市场效率不是一个简单的问题 ,以主观选择的有限的数据得出的结论 ,往往因人而异 ,但总可以以主流的状况表示市场的状况。结论是 :我国股市尚未达到弱型效率。Beginning with the discussion of our country's stock market's efficiency,this article intends to examine whether the stock market is effective or not.It is not an easy thing to point out whether the stock market is effective or not,and the conclusion arrived at by the subjectively chosen limited data are different from one another . But the mainstream can demonstrate the situation of the market.The conclusion is that our country's stock market hasn't arrived at the weak efficiency.

关 键 词：研究方法 证券市场效率 证券价格 市场信息 道氏理论 股票组合管理 

分 类 号：F830.91[经济管理—金融学]