2) stock return in S.S.E
上海股市收益
1.
Finally the ARCH models for stock return in S.
引入ＡＲＣＨ模型族以突破传统经济计量学“同方差条件”的限制，和更加精确地动态度量代表金融风险的收益序列的条件“异方差”；针对ＡＲＣＨ传统估计方法的不足提出了利用遗传算法的改进算法；最后利用遗传算法实证建立了上海股市收益的各种ＡＲＣＨ模型；得出了上海股市“杠杆效应”、Ｉ－ＡＲＣＨ现象显著存在，Ａ－ＰＡＲＣＨ是上海股市收益“异方差”最合适的描述形式等有益结论。
3) stock market return
股市收益
1.
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.
以《股市动态分析周刊》好淡指数做为我国投资者情绪指数,运用GARCH模型,对我国投资者情绪波动性和股市收益关系进行实证分析。
4) stock market returns
股市收益
1.
More and more scholars and experts are paying attention to the phenomenon that China s stock market returns have nothing to do with its economic growth,and they name this phenomenon as "breakup between stock market and economy".
近年来很多专家学者已经注意到了中国股市收益与经济增长相背离的现象,并将这种现象称之为“股经背离”。
5) city benefit
城市收益
6) market returns
市场收益
1.
Can Individual Investor Sentiment Predict Market Returns?
个人投资者情绪能预测市场收益率吗
2.
The meaning of investor sentiment research reads as follow: 1st, it can give hint tounderstanding investors' behavior;2nd, it is useful to learn the interaction of market returns,variability and trade volume;3rd, to which extant it is an opportunity to earn extra returns can bedeclosed;Fourth, it is helpful for the government to take.
在对投资者情绪概念和量化方法研究的基础上,论文首次系统地研究了不同类型投资者显性情绪间的关系,显性情绪对市场主要特征的影响,显性情绪与CEFD、CEFR、创新高新低、消费者信心指数、企业及企业家景气指数及IPO行为等隐性投资者情绪之间关系,以及隐性投资者情绪的市场收益预测能力,发现显性和隐性情绪间相关性良好,而且隐性情绪具有市场收益预测能力。
3.
The paper introduces the current study situations on overseas stock repurchase and market returns,the impacts of insider trading caused by the stock repurchase on market returns are discussed.
介绍了国外研究股票回购与市场收益所出现的一些现象,探讨了因回购所引起的内幕交易对市场收益的影响。
补充资料：上市
1.谓应时物品进入市场销售。 2.赴市场。
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