weekday effect

基本解释

This paper analyses the behaviors of the volatility in the stock Market of Shanghai using GARCH models, and find there is the weekday effect.
利用GARCH模型族，实证分析了上海股票市场的波动特征，发现存在较为明显的周日效应。
Moreover, if an eclipse took place on a weekday, when the stockmarkets were open, its effect was larger than if it occurred on a Saturday or Sunday.
不只是如此，如果一次交食发生在工作时段，即股票市场开市的日子，它所带来的影响要大于其在周末出现时所带来的影响。
This study attempts to explore the efficiency of information transfer in China stock market by analysis of the trading and non trading time effect and the weekday effect.
通过对交易时间与非交易时间效应及周日效应的分析，对中国股票市场信息传递效率的问题展开实证研究。