1) bear spread
熊市套利
1.
The two basic methods of interdelivery spreadbull spread and bear spreadare applied extensively to intermarket spread and intercommodity spread,and two new conceptsnarrowing spread and widening spreadare put forward.
把牛市套利和熊市套利方法从跨期套利推广到跨市套利和跨商品套利，提出了缩差套利和扩差套利的新概念，阐述并举例说明了它们在交易中的操作方法和效
2) bull spread
牛市套利
1.
The two basic methods of interdelivery spreadbull spread and bear spreadare applied extensively to intermarket spread and intercommodity spread,and two new conceptsnarrowing spread and widening spreadare put forward.
把牛市套利和熊市套利方法从跨期套利推广到跨市套利和跨商品套利，提出了缩差套利和扩差套利的新概念，阐述并举例说明了它们在交易中的操作方法和效
3) inter-market arbitrage
跨市套利
1.
Margin requirements,inter-market arbitrage and drift of the dominant contract of SHFE copper futures;
保证金制度、跨市套利和沪铜主力合约的迁徙行为
5) bear market
熊市
1.
Excess volatility tests are used to examine if there is an excess return volatility of closed-end fund in a bear market.
利用过度波动检验,研究中国封闭式基金在熊市环境中是否存在过度波动。
2.
We find that in the whole sample the day- of- the- week effect is not significant, but under the sub- samples called bear market and bull market, the day- of- the- week effect is severely significant.
本文基于我国股票市场中一波最长的熊市和牛市行情,运用GARCH模型研究不同行情下的星期效应。
6) bear
[英][beə(r)] [美][bɛr]
熊市
1.
Using Shanghai Stock Exchange as an example,the paper investigates the asymmetric reactions d stock market returns and volatility to"good"and"bad"news during bull and bear phases.
正收益则具有一定持续性;熊市阶段正负收益均呈反转趋势,其中正收益反转趋势更明显;牛、熊市阶段股市对"坏消息"都反应过度,牛市阶段市场对"好消息"反应不足,熊市阶段市场对"好消息"比对"坏消息"的过度反应更明显。
2.
This paper examines whether there are some different performance between bull market and bear market for open-end funds in China by empirical approaches with Treynor Index, Sharp Index, Jensen Index, and T-M and H-M models, which are usually utilized in the previous studies.
本文应用国外基金绩效评价指标和方法,包括Treynor指数,Sharp指数,Jensen指数和基金经理的择时-选股能力衡量方法,即T-M模型,H-M模型,采用实证研究方法分别对我国开放式股票型证券投资基金在股票市场熊市与牛市期间的绩效进行了分析。
补充资料：熊市
见牛市与熊市。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条