| 我国农产品期货市场有效性的实证研究 |
| |
| 引用本文： | 周广,周一鹿,林永强. 我国农产品期货市场有效性的实证研究[J]. 四川畜牧兽医学院学报, 2009, 0(3): 5-9 |
| |
| 作者姓名： | 周广 周一鹿 林永强 |
| |
| 作者单位： | [1]重庆大学贸易与行政学院,重庆400030 [2]西南大学信息中心,重庆400715 [3]重庆大学经济与工商管理学院,重庆400030 |
| |
| 摘 要： | 以我国农产品期货市场选取的6种期货价格行为为对象，运用2003-2009年的收盘价和结算价数据，利用单位根检验和自相关检验的结合进行了实证研究。各种检验方法得出的结论不尽一致，各农产品期货的对数期货价格序列不能拒绝弱式有效市场假设。在一定程度上验证了“我国农产品期货市场有效”的命题。
|
| 关 键 词： | 农产品期货 市场有效性 规范发展 |
Empirical Research of Efficiency of Agricultural Commodity Futures Market in China |
| |
| ZHOU Guang,ZHOU Yi-lu,LIN Yong-qiang. Empirical Research of Efficiency of Agricultural Commodity Futures Market in China[J]. Journal of Sichuan Institute of Animal Husbandry and Veterinary Medicine, 2009, 0(3): 5-9 |
| |
| Authors: | ZHOU Guang ZHOU Yi-lu LIN Yong-qiang |
| |
| Affiliation: | 1. School of Trade and Public Administration, Chongqing University, Chongqing 400030, China; 2. Information Center, Southwest University, Chongqing 400715, China; 3. School of Economics and Business Administration, Chongqing University, Chongqing 400030, China) |
| |
| Abstract: | An empirical research was made of the price behaviors of 6 futures on the agricultural commodity futures market of China, based on the closing price and settlement price of 2003-2009 and using unit root test and the autocorrelation test. The results showed that we cannot reject the weak form efficiency hypotheses in China. |
| |
| Keywords: | agricultural commodity futures efficiency of market stardard development |
| 本文献已被 维普 等数据库收录！ |
|
