An Empirical Study on Investors Sentiment and Stock Returns in Chinese Stock Market;

A Research on the Effect of Earnings Quality to Stock Returns;

The results show that the stable distribution is much better than the normal distribution in dealing with stock returns distribution with fat tail.

Research on the calculation and exposure of the earnings per share(EPS);

The paper investigates 16 listed companies which were developed through MBO, and finds the difference before and after MBO from three important criterions: ROE、EPS and NAPS.

In order to examine whether and how financial ratios effect on future earning per share(EPS), this paper used two statistical regression methods include Logistic model and Linear model and analysis their inner interaction from qualitative and quantitative perspectives respectively.

DuPont Analysis and Application Based on the Earnings Per Share;

My tentative proposal for Financial Accounting Standards——Earnings per Share;

The paper systematically introduces the stochastic fuzzy neural network(SFNN) and applies it to the classification and forecasting of public corporation抯 earnings per share to settle the noise problem that the common forecasting methods have not considered.

Investor Sentiment Cycle and Stock Returns:An Empirical Study of the Lunar Effect in China's Stock Market

Non-parametric estimations reveal that the fat tail of the distribution of stock return satisfies power law decay.

Research shows that stock return is the increasing function of the illiquidity variable.

This paper makes an empirical analysis on investor sentiment volatility regarding the Bull/Bear Index in Stock Market Trend Analysis Weekly as investor sentiment index,and GARCH model is applied to this study for testing investor sentiment volatility and stock market return in China.