Lunar Calendar Effect in CSI 300

摘要：

This paper uses Excel VBA and Yijing to study the China stock market movement, including the rise and fall in daily return rate, their correlation and normality. We use the CSI 300 Index to be the sample with the period between Mar.13th, 2006 and Nov.26th, 2011. The results show that Yijing is a helpful tool to understand the stock price changes in short term.

关键词： Lunar Calendar Effect Hexagram and changing line daily return CSI 300 Index

作者: ZHANG Xingzhou WU Tiantian ZHANG Ruili

作者单位: School of Management, Dalian University of Technology, Dalian, China, 116024

会议类型: 国际会议

会议名称: The 4th (2012) International Conference on Financial Risk and Corporate Finance Management(第四届(2012)金融风险与公司金融国际研讨会 FRCFM)

会议地点: 大连

会议语种:英文

页码: 330-334

在线出版日期: 2012-07-07（万方平台首次上网日期，不代表论文的发表时间）