2) stock returns
股票收益
1.
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
2.
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
3.
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
3) stock return
股票收益
1.
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
2.
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。
3.
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。
4) Income Stock
收益股票
5) market-adjusted initial returns
新股初始超额收益率
6) abnormal return
超额收益
1.
The result shows that the announcement of seasoned equity offering in advance causes negative abnormal return of the share price of listed companies and also shows the low degree of market identification of seasoned equity offering of listed companies.
研究表明,增发预案公告会引起上市公司股价的负超额收益,上市公司增发新股的市场认同度较小。
2.
We take abnormal return as the main topic of this paper.
本文以超额收益为主要研究内容,在概括和总结国内外证券市场有关研究和对有效市场假说等相关理论进行分析和梳理的基础上,对中国股票市场超额收益的存在及成因进行了探讨。
3.
According to the hypothesis of weak-form market efficiency ,it is impossible for the investor to gain abnormal return by making use of out-dated price information .
但动量效应和反向效应的发现对这个假设提出了有力的挑战,根据动量效应,投资者可以在买进前期表现好的股票的同时卖出表现差的股票来获得超额收益;而根据反向效应,投资者可以在卖出前期表现好的股票的同时买进表现差的股票来获得超额收益。
补充资料：股票的收益性
股票的收益性——
收益性是股票最基本的特征，它是指持有股票可以为投资者带来收益的特性。持有股票的目的在于获取收益。股票的收益可以分成两类：第一类来自股份有限公司的股息和红利；第二类来自股票流通的差价。
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