In order to examines the day of the week effect during the five trading days, we introduce five dummy variables which denote Monday to Friday respectively.

• 周内效应检验的是周一到周五这五个交易日里收益率的波动情况；为判断其差异是否显著；本文引入虚拟变量(dummy variables).；在弱检验的形式上；本文发现沪深股市在发展过程中均存在一定的周内效应。