采用深圳证券市场交易数据对资本资产定价模型进行了横截面检验,研究了股票组合和单支股票收益率与系统风险的关系,并分析了个股风险构成。
The paper has transverse check to CAPM by using data from Shenzhen's securities, studies relations between stock group and single stock and system risk, and analyzes single stock risk construction.
分散度检验法和横截面收益绝对差检验法是检验证券市场中羊群行为的两种方法。
Dispersal degree test and cross sectional absolute deviation test are two kinds of methods to test herding behavior on the financial market.
本发明的另一个对象是提供了一种激光屏幕有一个相当大的横截面积,检验速度的飞行轨迹具有不稳定体。
A further object of the present invention is to provide a laser screen which can determine the velocity of projectiles made of non-ferrous as well as ferrous materials.
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