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本文采用了比较通用的几种检验方法分别对我国沪市和深市的数据(2010.1.1-2015.6.1)进行了检验。包括DF检验,VR检验,以及通过使用技术分析规则中的移动平均规则和经济计量模型对股市进行预测的效果来综合检验我国股票市场的有效性。研究结论是我国股票市场已经达到了弱式有效。
In this paper, several commonly used test methods were used to test the data of China’s Shanghai and Shenzhen (2010.1.1-2015.6.1) respectively. Including DF test, VR test, and the effect of forecasting the stock market by using the moving average rules and econometric models in technical analysis rules to test the validity of the stock market in our country. The conclusion is that the stock market in our country has reached a weak and effective.