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股票市场月份效应是证券市场收益率的一个重要“异象”。本文对国内外有关股票市场月份效应研究现状进行了较为详细的介绍,并对股票市场月份效应的成因进行了阐述,从而为研究中国股票市场的月份效应提供了借鉴。
The month effect of the stock market is an important “vision” of the stock market rate of return. This article gives a detailed introduction to the current situation of the month effect of the stock market at home and abroad, and elaborates the causes of the month effect of the stock market, which provides a reference for studying the monthly effect of the Chinese stock market.