我使用的sidewaystable环境也会旋转表格的标题，但我希望标题位于水平表格中。我尝试了不同的方法，但表格超出了边距线。是否有任何可能的解决方案可以仅旋转表格，并且必须适合页边距。
这是我当前的代码。
\begin{sidewaystable}
\begin{table}[H]
\footnotesize
\resizebox{\textwidth}{!}{%
\begin{tabular}{|>{\raggedright\arraybackslash}p{2cm}|p{.5cm}|>{\raggedright\arraybackslash}p{3.0cm}|>{\raggedright\arraybackslash}p{3cm}|>{\raggedright\arraybackslash}p{1.3cm}|>{\raggedright\arraybackslash}p{1.3cm}|>{\raggedright\arraybackslash}p{6.4cm}|>{\raggedright\arraybackslash}p{6.2cm}|}
\hline
Author &
Year &
Journal &
Data from Saudi Arabia &
Length &
Frequenzy &
Methods &
Results \\ \hline
Butler and Malaikah &
1992 &
Journal of Banking \& Finance(16) &
35 stocks from SSE &
1985-1989 &
Daily &
Serial correlation and runs tests &
Rejection of random walk hypothesis \\ \hline
Al-Razeen &
1997 &
PhD Thesis, University of Leicester &
28 stocks from SSE &
1992-1995 &
Weekly &
Serial correlation, runs, and filter rules tests &
Low level of weak form efficiency \\ \hline
Khababa &
1998 &
Journal of Financial Management and Analysis(11) &
61 stocks from SSE &
1985-1997 &
Weekly &
Autocorrelation and runs tests &
High level of serial dependence \\ \hline
Dahel and Laabas &
1999 &
Economic Research Forum for the Arab Countries &
Saudi Stock index &
1994-1998 &
Weekly &
Augmented Dickey-Fuller, the Phillips-Perron, the variance ratio, and autocorrelation tests &
Stock index of Saudi Arabia is characterized by weak form efficiency \\ \hline
Alkholifey &
2000 &
PhD Thesis, Colorado State University &
Not available &
Not available &
Not available &
Autocorrelation, filter rules, runs, and the cointegration test &
Rejection of informationally efficient market \\ \hline
Abraham et al. &
2002 &
Financial Review(37) &
Saudi Stock index &
1992-1998 &
Weekly &
Variance ratio and the runs tests &
No rejection of random walk hypothesis \\ \hline
Onour &
2004 &
Ministry of Economy and Planning, Riyadh: Saudi Arabia &
Saudi Stock index and subindices of banking and cement &
2003-2004 &
Daily &
Runs and the von Neumann tests &
Rejection of weak form market efficiency hypothesis \\ \hline
Al-Abdulqader et al. &
2007 &
Journal of Emerging Market Finance(6) &
45 stocks from SSE &
1990-2000 &
Weekly &
Filter rule test and the moving average strategy &
Tendency towards acceptance of efficient market hypothesis \\ \hline
Al-Khazali et al. &
2007 &
The Financial Review(42) &
Saudi Stock index &
1994-2003 &
Weekly &
Rank, runs, and variance ratio tests &
Acceptance of efficient market hypothesis \\ \hline
Benjelloun and Squalli &
2008 &
International Journal of Managerial Finance(4) &
Saudi Stock index and subindices of agriculture, banking, cement, electricity, industry, and services &
1990-2006 &
Weekly &
Multiple variance ratio test (RW) and runs test (WFE) &
No rejection of random walk hypothesis but rejection of weak form market efficiency hypothesis \\ \hline
Onour &
2009 &
Operations Research(10) &
Saudi Stock index, banking subindex and 3 stocks from SSE &
2003-2006 &
Daily &
Dickey-Fuller, Phillips-Perron, the KPSS, the variance ratio tests &
Rejection of random walk hypothesis \\ \hline
Abdmoulah &
2010 &
International Review of Financial Analysis(19) &
Saudi Stock index &
1994-2009 &
Daily &
GARCH-M (1,1) methodology along with state-space time-varying parameters &
Rejection of weak form market efficiency hypothesis \\ \hline
Bley &
2011 &
Emerging Markets Review(12) &
Saudi Stock index &
2000-2009 segmented &
Daily, weekly, and monthly &
Dickey-Fuller, the Phillips-Perron, the KPSS, the autocorrelation function, the Ljung-Box Q-Statistic, the variance ratio test as well as AR, ARMA, and GARCH models &
Rejection of random walk hypothesis for daily data and some traces of a random walk in individual subperiods of weekly and monthly data \\ \hline
Al Ashikh &
2012 &
International Review of Business Research Papers(8) &
Saudi Stock index, banks and financial services subindex and 3 stocks from SSE &
2000-2010 &
Daily &
Augmented Dickey-Fuller, the Phillips-Perron, the autocorrelation function, the Ljung-Box Q-Statistic, and the runs tests &
Rejection of weak form market efficiency hypothesis \\ \hline
Al-Ajmi and Kim &
2012 &
Applied Economics(44) &
Saudi Stock index &
1999-2010 &
Daily and weekly &
Three multiple variance ratio tests &
Rejection of weak form market efficiency hypothesis \\ \hline
Budd &
2012 &
Journal of Finance and Accountancy(10) &
Saudi Stock index and all 15 subindices &
2007-2011 &
Daily &
Variance ratio and runs tests &
Rejection of random walk hypothesis some indication of weak-form efficiency solitary for the banking, the building, the insurance and the telecommunication sector \\ \hline
Asiri and Alzeera &
2013 &
Research Journal of Finance and Accounting(4) &
Saudi Stock index and all 15 subindices &
2006-2012 segmented &
Daily &
Dickey-Fuller, the Pearson Correlation, the Durbin-Watson, and the Wald-Wolfowitz runs tests &
The Tadawul All Share Index and eleven out of fifteen sectors have met the properties of weak-form efficiency (other than banks and financial services, energy and utilities, insurance, and building and construction) \\ \hline
Hokroh &
2013 &
Asian Journal of Finance \& Accounting(5) &
Saudi Stock index &
2007 &
Daily &
Autocorrelation and the run tests &
Rejection of weak form market efficiency hypothesis \\ \hline
Sensoy &
2013 &
Physica A(392) &
Saudi Stock index &
2007-2012 &
Daily &
Hurst exponent &
Rejection of weak form market efficiency hypothesis \\ \hline
Al Abdulhadi el al. &
2015 &
International Journal of Business(20) &
3 stocks from SSE &
2005-2010 &
Daily &
Fractal analysis &
Two out of three stocks are not weak form efficient \\ \hline
Jamaani and Roca &
2015 &
Research in International Business and Finance(33) &
Saudi Stock index &
2003-2013 &
Daily &
Augmented Dickey-Fuller, the Phillips-Perron, the variance ratio, the multiple variance ratio, the runs, and the Wright tests &
Rejection of weak form market efficiency hypothesis \\ \hline
Arshad et al. &
2016 &
Research in International Business and Finance(36) &
Saudi Stock index &
1998-2012 segmented &
Daily &
Christiano–Fitzgerald filter and multifactural de-trended fluctuation analysis &
Saudi Arabia is ranked in the midfield comparing weak form marekt efficiency with the other OIC countires \\ \hline
Charfeddine and Khediri &
2016 &
Physica A(444) &
Saudi Stock index &
2005-2013 &
Daily &
GARCH(1,1) model and detrended fluctuation analysis technique, the modified R/S statistic, the exact local whittle and the feasible Exact Local Whittle approach &
Rejection of weak form market efficiency hypothesis (except GARCH(1,1)) \\ \hline
\end{tabular}%
}
\caption{Market efficiency literature on Tadawul}
\label{tab:1}
\end{table}
\end{sidewaystable}
目前的输出是
答案1
欢迎来到 TeX.SE！
- 您的表格太大，无法很好地容纳在一页中并且同时易于阅读。
- 要以纵向显示标题，您需要旋转表格：
\documentclass{article}
\usepackage[margin=2cm]{geometry}
\usepackage{rotating}
\usepackage{array}
\begin{document}
\begin{table}[p]
\tiny
\setlength\tabcolsep{3pt}
\setlength\extrarowheight{2pt}
\begin{sideways}
\begin{tabular}{|>{\raggedright\arraybackslash}p{2cm}| l |
>{\raggedright\arraybackslash}p{2.8cm}|
>{\raggedright\arraybackslash}p{3cm}|
>{\raggedright\arraybackslash}p{1.3cm}|
>{\raggedright\arraybackslash}p{1.3cm}|
>{\raggedright\arraybackslash}p{4.5cm}|
>{\raggedright\arraybackslash}p{5.5cm}|}
\hline
Author &
Year &
Journal &
Data from Saudi Arabia &
Length &
Frequenzy &
Methods &
Results \\ \hline
Butler and Malaikah &
1992 &
Journal of Banking \& Finance(16) &
35 stocks from SSE &
1985-1989 &
Daily &
Serial correlation and runs tests &
Rejection of random walk hypothesis \\ \hline
Al-Razeen &
1997 &
PhD Thesis, University of Leicester &
28 stocks from SSE &
1992-1995 &
Weekly &
Serial correlation, runs, and filter rules tests &
Low level of weak form efficiency \\ \hline
Khababa &
1998 &
Journal of Financial Management and Analysis(11) &
61 stocks from SSE &
1985-1997 &
Weekly &
Autocorrelation and runs tests &
High level of serial dependence \\ \hline
Dahel and Laabas &
1999 &
Economic Research Forum for the Arab Countries &
Saudi Stock index &
1994-1998 &
Weekly &
Augmented Dickey-Fuller, the Phillips-Perron, the variance ratio, and autocorrelation tests &
Stock index of Saudi Arabia is characterized by weak form efficiency \\ \hline
Alkholifey &
2000 &
PhD Thesis, Colorado State University &
Not available &
Not available &
Not available &
Autocorrelation, filter rules, runs, and the cointegration test &
Rejection of informationally efficient market \\ \hline
Abraham et al. &
2002 &
Financial Review(37) &
Saudi Stock index &
1992-1998 &
Weekly &
Variance ratio and the runs tests &
No rejection of random walk hypothesis \\ \hline
Onour &
2004 &
Ministry of Economy and Planning, Riyadh: Saudi Arabia &
Saudi Stock index and subindices of banking and cement &
2003-2004 &
Daily &
Runs and the von Neumann tests &
Rejection of weak form market efficiency hypothesis \\ \hline
Al-Abdulqader et al. &
2007 &
Journal of Emerging Market Finance(6) &
45 stocks from SSE &
1990-2000 &
Weekly &
Filter rule test and the moving average strategy &
Tendency towards acceptance of efficient market hypothesis \\ \hline
Al-Khazali et al. &
2007 &
The Financial Review(42) &
Saudi Stock index &
1994-2003 &
Weekly &
Rank, runs, and variance ratio tests &
Acceptance of efficient market hypothesis \\ \hline
Benjelloun and Squalli &
2008 &
International Journal of Managerial Finance(4) &
Saudi Stock index and subindices of agriculture, banking, cement, electricity, industry, and services &
1990-2006 &
Weekly &
Multiple variance ratio test (RW) and runs test (WFE) &
No rejection of random walk hypothesis but rejection of weak form market efficiency hypothesis \\ \hline
Onour &
2009 &
Operations Research(10) &
Saudi Stock index, banking subindex and 3 stocks from SSE &
2003-2006 &
Daily &
Dickey-Fuller, Phillips-Perron, the KPSS, the variance ratio tests &
Rejection of random walk hypothesis \\ \hline
Abdmoulah &
2010 &
International Review of Financial Analysis(19) &
Saudi Stock index &
1994-2009 &
Daily &
GARCH-M (1,1) methodology along with state-space time-varying parameters &
Rejection of weak form market efficiency hypothesis \\ \hline
Bley &
2011 &
Emerging Markets Review(12) &
Saudi Stock index &
2000-2009 segmented &
Daily, weekly, and monthly &
Dickey-Fuller, the Phillips-Perron, the KPSS, the autocorrelation function, the Ljung-Box Q-Statistic, the variance ratio test as well as AR, ARMA, and GARCH models &
Rejection of random walk hypothesis for daily data and some traces of a random walk in individual subperiods of weekly and monthly data \\ \hline
Al Ashikh &
2012 &
International Review of Business Research Papers(8) &
Saudi Stock index, banks and financial services subindex and 3 stocks from SSE &
2000-2010 &
Daily &
Augmented Dickey-Fuller, the Phillips-Perron, the autocorrelation function, the Ljung-Box Q-Statistic, and the runs tests &
Rejection of weak form market efficiency hypothesis \\ \hline
Al-Ajmi and Kim &
2012 &
Applied Economics(44) &
Saudi Stock index &
1999-2010 &
Daily and weekly &
Three multiple variance ratio tests &
Rejection of weak form market efficiency hypothesis \\ \hline
Budd &
2012 &
Journal of Finance and Accountancy(10) &
Saudi Stock index and all 15 subindices &
2007-2011 &
Daily &
Variance ratio and runs tests &
Rejection of random walk hypothesis some indication of weak-form efficiency solitary for the banking, the building, the insurance and the telecommunication sector \\ \hline
Asiri and Alzeera &
2013 &
Research Journal of Finance and Accounting(4) &
Saudi Stock index and all 15 subindices &
2006-2012 segmented &
Daily &
Dickey-Fuller, the Pearson Correlation, the Durbin-Watson, and the Wald-Wolfowitz runs tests &
The Tadawul All Share Index and eleven out of fifteen sectors have met the properties of weak-form efficiency (other than banks and financial services, energy and utilities, insurance, and building and construction) \\ \hline
Hokroh &
2013 &
Asian Journal of Finance \& Accounting(5) &
Saudi Stock index &
2007 &
Daily &
Autocorrelation and the run tests &
Rejection of weak form market efficiency hypothesis \\ \hline
Sensoy &
2013 &
Physica A(392) &
Saudi Stock index &
2007-2012 &
Daily &
Hurst exponent &
Rejection of weak form market efficiency hypothesis \\ \hline
Al Abdulhadi el al. &
2015 &
International Journal of Business(20) &
3 stocks from SSE &
2005-2010 &
Daily &
Fractal analysis &
Two out of three stocks are not weak form efficient \\ \hline
Jamaani and Roca &
2015 &
Research in International Business and Finance(33) &
Saudi Stock index &
2003-2013 &
Daily &
Augmented Dickey-Fuller, the Phillips-Perron, the variance ratio, the multiple variance ratio, the runs, and the Wright tests &
Rejection of weak form market efficiency hypothesis \\ \hline
Arshad et al. &
2016 &
Research in International Business and Finance(36) &
Saudi Stock index &
1998-2012 segmented &
Daily &
Christiano–Fitzgerald filter and multifactural de-trended fluctuation analysis &
Saudi Arabia is ranked in the midfield comparing weak form marekt efficiency with the other OIC countires \\ \hline
Charfeddine and Khediri &
2016 &
Physica A(444) &
Saudi Stock index &
2005-2013 &
Daily &
GARCH(1,1) model and detrended fluctuation analysis technique, the modified R/S statistic, the exact local whittle and the feasible Exact Local Whittle approach &
Rejection of weak form market efficiency hypothesis (except GARCH(1,1)) \\ \hline
\end{tabular}%
\end{sideways}
\caption{Market efficiency literature on Tadawul}
\label{tab:1}
\end{table}
\end{document}
- 要使表格可读，应将其分成两页，即，
tabular您应使用longtable内landscape页。在这种情况下，旋转标题是不可能的（有道理）