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STUDY ON THE FEATURES AND EFFICIENCY OF CHINESE MOLYBDENUM STOCK MARKET
Author(s): 
Pages: 46-50
Year: Issue:  3
Journal: China Molybdenum Industry

Keyword:  Jarque-Bara检验赫斯特指数市场有效性;
Abstract: 利用现代计量经济学的Jarque-Bara检验、赫斯特指数计算、相关性度量系数检验等方法,实证分析了2008年4月17日至2008年12月31日洛阳钼业与金钼股份收盘价数据,揭示了中国钼业证券市场表现出与传统证券市场迥异的特征,指出使中国钼业证券市场走向成熟的根本途径是解决信息披露问题.
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