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周末效应是与有效市场假说相悖的一种异象。我国的证券市场是否存在周末效应,国内学者们很早开始就已经注意到这个问题,并进行了很多相关研究,然而直到现在都没能得出较为一致的结论。本文简要介绍了有效市场假说,以及国内学者关于我国证券市场是否存在周末效应这一问题在理论以及实证方面的研究情况。
The weekend effect is a vision that runs counter to the efficient market hypothesis. Whether there is a weekend effect in the stock market of our country or not, domestic scholars have noticed this problem very early in the beginning and carried out many related researches. However, no conclusive conclusion has been reached till now. This article briefly introduces the effective market hypothesis, as well as domestic and foreign scholars on the existence of the weekend market effect of this issue in theory and empirical research.