An Empirical Study on Investors Sentiment and Stock Returns in Chinese Stock Market;
中国股市投资者情绪与股票收益的实证研究
A Research on the Effect of Earnings Quality to Stock Returns;
盈余质量对股票收益的影响研究
The results show that the stable distribution is much better than the normal distribution in dealing with stock returns distribution with fat tail.
对上海股票市场及深圳股票市场做了实证研究 ,对股票收益率进行了稳定分布的拟合 ,并与正态分布的拟合加以比较 ,并做了非参数的χ2和 Dn 检验 ,结果表明稳定分布能更好的处理股票收益具有厚尾特征的分
Investor Sentiment Cycle and Stock Returns:An Empirical Study of the Lunar Effect in China's Stock Market
情绪周期与股票收益——基于中国股票市场月相效应的检验
Non-parametric estimations reveal that the fat tail of the distribution of stock return satisfies power law decay.
非参数估计显示股票收益分布的非正态性及“肥尾”现象,其尾部满足幂律衰减。
Research shows that stock return is the increasing function of the illiquidity variable.
研究结果表明,股票收益是非流动性代理变量的增函数,且第二种方法得出的结果更明确。
This paper is to have an empirical research on factors influencing stock returns of listed companies in China through different industries and come to the conclusion that β is the most dominating factor influencing stock returns except one or two industries and it is negative linear correlativity with stock returns and most financial indicators have less impact on it.
分行业对影响我国上市公司股票收益率的因素进行了实证研究,发现除个别行业外,β值是股票收益率的最主要影响因素,且呈线性负相关关系,而大多数财务指标不显著。
The actual distribution of stock returns possesses the characteristic of steep peaks,heavy tails and skew, so traditional normal distribution cannot describe this characteristic any longer.
股票收益率的实际分布具有尖峰厚尾偏倚特性 ,传统的正态分布不能描述这一特性 ,稳定分布能够很好拟合这一特性 ,但是稳定分布没有解析表达的分布函数 ,且含有 4个参数 ,研究起来较为困难。
This paper conducts an empirical test on the industry effects of stock returns of listed companies in Shanghai and Shenzhen,with Kruskal-Wallis One-way Analysis of Variance by ranks,and gives the influence of industry effects on stock returns.
用Kruskal-Wallis H非参数统计方法检验股价周平均收益率的行业效应,并给出行业效应对股票收益率的影响。
Statistical Analysis on the Rate of Stock Return and Price Forecast;
股票收益率的统计分析及其股价预测
An Empirical Study on the Relation between Stock Return and Volatility in the China Stock Markets;
中国股票市场的股票收益与波动关系研究
Test of Two Hypotheses on Stock Returns in China s Stock Market;
中国股票市场关于股票收益的两个假设的检验
Empirical Research on the Stable Properties of Stock Returns in China Stock Market;
中国股票市场股票收益稳态特性的实证研究
A Study of the Relationship between Real Rate of Return and Inflation;
实际股票收益率与通货膨胀关系研究
The Study of Long Memory of Chinese Stock Earnings Yield;
我国股票收益率的长记忆性分析研究
Stock Returns and Liquidity in Shanghai Security Exchange (SSE);
上海证券市场股票收益和流动性研究
The mixed Gumbel distribution of stock returns;
股票收益率的混合Gumbel分布研究
The Research on Relationship of Inflation and Stock Returns in China;
中国股票收益与通货膨胀的关系研究
An Analysis of Trading Volume Impact on Volatility;
成交量对股票收益率波动的影响分析
The Volatility in Stock Return and the Time-Varying Beta Coefficient;
股票收益波动与Beta系数的时变性
The GDP Model and A Study of Stock Price Returns Using Extremal Measure;
GDP分布模型与股票收益率的极值分析
Interest Orientation,Income Smoothing and Manager Stock Option;
利益导向、收益平稳化和经理股票期权
ratio of net income to outstanding stock
净收入对在外股票比率;净收入对在外股票比率;净收益对现发股本比率;净收益对现发股本比率
An Empirical Analysis of the First Day Revenue of the Initial Public Offering in the Chinese Stock Market;
A股股票新股发行首日收益率的实证研究
The share sell at a p/e ratio of 7.
这些股票以7的价格收益比率售出。
These share sell at a p/e ratio 7.
这些股票以价格/收益比率为7出售。
Return Distributions in Chinese Stock Market and Their SPA Test;
中国股票市场的收益分布及其SPA检验
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