我国投资基金市场效率的理论与实证分析
DOI:
CSTR:
作者:
作者单位:

作者简介:

通讯作者:

中图分类号:

F830.59

基金项目:


A Theoretical and Empirical Analysis of the Efficiency of our Investment Funds Market
Author:
Affiliation:

Fund Project:

  • 摘要
  • |
  • 图/表
  • |
  • 访问统计
  • |
  • 参考文献
  • |
  • 相似文献
  • |
  • 引证文献
  • |
  • 资源附件
  • |
  • 文章评论
    摘要:

    利用证券市场有效性理论,运用随机游走方法,以我国深圳基金市场价格指数为样本,对我国投资基金市场的效率作以检验与分析,得出目前我国投资基金市场为非有效市场的结论,并在此基础上提出提高我国投资基金市场效率的对策。

    Abstract:

    Efficient use of investment market funds is a key issue that has decisive importance in determining whether an investment funds market can run normally.By utilizing the validity theory of securities market and the random walk method and by treating the fund price index of market in Shenzhen as samples, this paper examines and analyzes our investment funds market and has come to the conclusion that our investment funds market is a non-effective market at the present stage of its development.Besides this paper advances a settlement countermeasure for the purpose of improving the working efficiency of our investment funds market.

    参考文献
    相似文献
    引证文献
引用本文

曲盛恩.我国投资基金市场效率的理论与实证分析[J].中国软科学,2004,(7):140-145

复制
分享
相关视频

文章指标
  • 点击次数:
  • 下载次数:
  • HTML阅读次数:
  • 引用次数:
历史
  • 收稿日期:
  • 最后修改日期:2003-11-15
  • 录用日期:
  • 在线发布日期:
  • 出版日期:
文章二维码