weekday effect

基本解释

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，實証分析了上海股票市場的波動特征，發現存在較爲明顯的周日傚應。
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.
不衹是如此，如果一次交食發生在工作時段，即股票市場開市的日子，它所帶來的影響要大於其在周末出現時所帶來的影響。
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傚應及周日傚應的分析，對中國股票市場信息傳遞傚率的問題展開實証研究。