摘要
本文研究了当开盘价格发生大的变动时 (相对于前一个交易日的收盘价格 ) ,中国股票市场指数的日内价格行为 ,我们发现 ,随后的日内价格不存在明显的价格反向修正 。
This article studies the intraday price activity of the Chinese stock market index at the time when the open quotation changes greatly. We find that there isn't any evident adverse price revision in the ensuing intraday price. It shows that there isn't short excessive reaction.
出处
《现代财经（天津财经大学学报）》
2002年第1期47-50,共4页
Modern Finance and Economics：Journal of Tianjin University of Finance and Economics
