Based on equity risk premium theory, we estimated risk premium of A shares in the Chinese stock market with geometrical mean, DDM and earning growth model.
在阐述股权风险溢价必要性的基础上,分别利用几何平均方法、DDM模型和盈利增长模型对我国沪深两市1997~2001年期间A股股票的风险溢价进行了测算。
The author calculates the equity risk premium of A- shares during the periods of 1992~2000, 2001~2005 and 1992~2005.
本文计算了1992~2000年、2001~2005年以及1992~2005年三个时间窗口下A股市场的股权风险溢价率;基于历史数据,就投资者所要求的股权风险溢价、通货膨胀与股权风险溢价的关系等问题进行了初步分析;相关分析也隐含了A股市场发展的政策建议。
Equity risk premium is an important variable in stock market.
作为中国经济晴雨表的股票市场,其地位相当重要,股票市场的变动直接影响到我国国民经济的发展,而股权风险溢价又是股票市场的一个重要变量,研究股权风险溢价有如下应用:1)能够指导投资者如何将他们的资金分配到含有股票、固定收益债券和其他资产的有价证券之中,以使他们的投资收益达到最大化。
The Analysis on the Equity Premium of American Post-war Based on External Habit Formation;
基于外生习惯效应对战后美国股票溢价的分析
Estimation method of stock risk and application research;
股票风险的估计模型及其应用研究
Accounting Fraud,Transfer of Control Right and Change of Stock Risk
会计舞弊、控制权转移和股票风险变化
The investigation finds that company s liabilities ratio negatively interrelates with stock risk β,that is contrary to the western researches.
本文就上市公司举债对股东财富的影响及股市效应进行了理论分析和实证检验 ,发现中国上市公司举债所产生的效应恰恰与西方国家相反 ,即借款比率与股票风险 β存在负相关关系。
Three-Factor Model With Time-Varying and Risk Premium in Chinese Stock Market;
中国股票市场的三因子时变风险溢价模型研究
An Empirical Study on the Systematic Risk Premium and Illiquidity RiskPremium of the Shanghai Stock Market Based on the Time Series;
基于时间序列的上海股市系统风险、流动性风险溢价实证研究
This text comprehensively analyses the feasibility of capital assets pricing model (CAPM) in the appraisal field, and positively analyses the calculating form of coefficient in model, such as risk -free rate of returns, risk premium, enterprise risk measure β coefficient, etc.
全面分析了资本资产定价模型(CAPM)在评估领域中应用的可行性,并对该模型中的系数无风险报酬率、风险溢价、企业风险程度β系数等的测算形式进行实证分析,提出适合我国评估方法应用的解决方案。
Enlightenment of Equity Risk Premium of A-shares;
A股市场股权风险溢价的历史及启示
4) It can decide the level of stock price.
股权风险溢价是股票价格水平的决定性因素。
Determination of Equity Risk Premium in An Inefficient Market:Based on Input-output Analysis
非有效市场股权风险溢价的确定——基于投入产出分析
A higher risk premium for the equity market has already been priced in.
股市已将更高的风险溢价计入股价中。
A Study of Liquidity Risk Premium in Chinese Stock Markets;
我国股票市场的流动性风险溢价研究
Liquidity Risk and Its Premium in Chinese Stock Markets;
中国股票市场的流动性风险及其溢价效应研究
Downside Risk Premia: The Theory and Evidence of Stock Market in China;
损失风险溢价:理论与中国股票市场的实证
The Systematic Liquidity Risk and Premium of Shanghai Stock Exchange;
上海股票市场系统流动性风险溢价研究
Three-Factor Model With Time-Varying and Risk Premium in Chinese Stock Market;
中国股票市场的三因子时变风险溢价模型研究
Study on B/M Effect in Chinese Stock Market Bases on Risk Premium and Characteristic Factors;
基于风险溢价和特征要素的中国股市B/M效应
An Analysis of the Liquidity Risk Premium for Voting and Non-voting Shares;
有投票权和无投票权股票的流动性风险溢酬分析
The Reliability of Earnings and the Expected Risk Premium of Equity:Empirical Evidence From China s Listed Companies;
盈余信息风险的权益风险溢价研究——基于中国上市公司财务数据
A Study on Risk correlation between Stock Market and Listed Companies' profitability
上市公司股价收益与股权收益的风险关系研究
Pricing Model of Added Option Value of Venture Enterprises on the Basis of Option;
基于期权思想的风险企业增长期权溢价的定量模型研究
The Impact of Warrant Introduction on Underlying Securities Risks;
权证发行对标的股票价格风险影响的实证研究
The Exiting Timing of Venture Capita l and the Equity Value Evaluation of an Enterprise;
风险资本退出时机选择与企业股权价值的评估
Controlling Shareholder s Fiduciary Duties When Transfering a Controlling Block of Shares by Agreement--From the Perspective of Control Premium;
控股股权交易中控股股东的义务——以控制权溢价为视角
An Empirical Study on Term Risk Premiums in Bond Returns;
交易所国债期限风险溢价的实证研究
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