weak form of efficiency的意思|示意

Under weak form efficiency the assertion is that stochastic modeling of past data is useless since random walk processes generate short-term price movements.

弱形式有效性坚持以前数据的随机建模是无用的，因为随机行走过程产生短期价格移动。

Through variance ratio test, we find the Chinese warrant markets do not reach weak form market efficiency, and simple trading rules of technique analysis prove some kind of efficacy.

通过方差比检验，我们发现中国权证市场不具弱有效性，简单交易规则一定程度上能在权证市场中有效预测。

Shenzhen stock market has qualified the weak-form efficiency. Autocorrelation of the time sequence tests show that the time sequence of stock return is correlative.

自相关检验结论为：序列存在相关性，否定了收益序列的随机波动特性。

The Chinese stock market whether or not meets weak-form efficiency has been an important issue of the theoretical study, and has significant practical value.

中国股票市场是否达到弱势有效，一直是理论界探讨的重要课题，同时也具有重要的实践意义。

This paper examines the weak form efficiency in Shanghai stock market from the beginning of 1991 to the end of 1996 by applying modern investment theories and empirical research method.

运用现代投资分析理论与实证研究方法，对上海股票市场从1991年初～1996年底的市场弱式有效性进行了全面综合分析。

Besides reclassification of weak form efficient market, the text carries on empirical research about efficiency of our securities market.

本文的重点除了对弱势有效进行分类之外，还基于新建立的分析体系对我国证券市场效率进行了实证研究。