关键词:盈余公告;价格漂移;反应不足;交易成本;隐含相关收益率 [gap=7036]Key words: earning announcement; price drift; underreaction; transaction costs; correlation implied returns ..
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...现象的三种解释[2] 4 参考文献 [ 编辑] 盈馀惯性的概述 [1] 盈馀公告后价格漂移(Postearnings-announcement-drift,PEAD)或者称之为盈馀惯性 (earning momentum) Ball and Brown(196...
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盈余公告后价格漂移 PEAD
Price-leading and post-earnings announcement drift phenomena exist in Chinese securities market as well as other countries’.
同其他国家一样,我国证券市场也存在着价格引导盈余和盈余公告后价格漂移现象,股票价格相对历史盈余具有一定增量信息。
参考来源 - 交易活跃度对股价信息含量影响的实证检验(研究生论文)·2,447,543篇论文数据,部分数据来源于NoteExpress
几乎同样价格,较低偏置和较低温度漂移器件有许多选择。
There were many choices for lower-offset and lower-temperature-drift parts at nearly the same price.
通过由一般的离散过程逼近连续随机过程的方法,给予证券价格按有漂移率的几何布朗运动变化的一个严格的证明,并指出了股票价格过程的一般模型。
In this paper, the authors give a strict proof of geometric Brown motion displayed by stock prices using the methods of approximation from discrete process to continuous stochastic process.
研究表明,股票价格在漂移项和扩散项具有时滞时,股票支付红利时对期权价格有一个调整。
Research shows that stock option price be adjusted for stock the payment of continuous dividends with having time-delay in the diffusion term and drift term.
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