Before revision:  Applying the model to high frequent data test in China stock market, we have main findings as follows: 1) there are , in general, significant positive correlations between the rate of mean return and that of change in both trading conditioning intensity and the amount of transaction ;
After revision:  Applying the model to high frequent data test in China stock market, we have main findings as follows: 1) there is , in general, significant positive correlations between the rate of mean return and that of change in both trading conditioning intensity and the amount of transaction ;