政策干预,股价波动,以及中国股票市场的效率。
Policy Impact, Stock Price, and the Market Efficiency of China Stock Market.
现在,中国股票市场仍然仅限于股权和国有债券市场。
At present, China's stock market is still limited to equity and state bond markets.
中国股票市场异常波动的本质原因在于制度控制缺陷。
The essential reason of abnormal fluctuations in Chinas market lies in the system control flaw.
本文是对中国股票市场过度自信问题所作的实证研究。
This paper is an empirical study on the overconfidence effects in China's stock markets.
中国股票市场的效率问题也一直是国内学者关心和研究的焦点。
The efficiency problem of China stock market has been the focus cared about and studied by the domestic scholars.
许多经验检验的研究结果显示,中国股票市场不存在动量效应。
Many results of experienced test show that momentum effect does not exist in Chinese stock market.
运用高频数据对中国股票市场的完全信息交易成本进行实证分析。
Based on the high frequency data, we made an empirical study on the full-information transaction costs in Chinas stock market.
不可否认,高流动性水平为中国股票市场提供了充足的资金来源。
Undeniably, the high liquidity level has provided the sufficient sources of fund for China Stock market.
中国股票市场是否已经达到弱式有效性一直是一个争议很大的问题。
Whether China's stock market is weak form efficient has always been a controversial problem.
研究了中国股票市场交易量是否含有预测未来收益变动的有价值信息。
The main research of this paper is whether volume contains information useful for predicting future price movements in China Stock Market.
本论文采用人工神经网络技术对中国股票市场的预期收益率进行实证分析。
This thesis uses the Artificial Neural Net technique to empirically analyze the expected rate of return of China stock markets.
对市场效率问题的研究对于转型时期的中国股票市场具有深远的现实意义。
The study of market efficiency has profound realistic significant for the Chinese stock market which is in a transforming period.
因此,中国股票市场有着较高的系统性风险,股指期货的推出显得十分必要。
Thus it means China stock market has higher systematic risk comparing with other developed countries. It is necessary to introduce the stock index futures.
该模型的研究表明,双重定价体系以及配额制是导致中国股票市场无效的主要原因。
The model in this paper suggests that the dual pricing system and quota on the overall stock market supply represent major forces to market inefficiency.
中国股票市场极高的IPO效率扭曲程度的存在,已经影响到了其各种功能的正常发挥。
The existence of the high IPO efficiency distortion of the China stock market has already influenced its normal full play of different functions.
本文主要研究基于长记忆性的中国股票市场波动性的实证分析。股票市场充满不确定性。
This paper is an empirical study on the volatility of stock market in china-based on the long-term memory theory.
为了解决这一问题,应用损益价差这一新的风险测度方式对中国股票市场进行了实证研究。
To resolve the problem, gain-loss spread is introduced to measure the risk of Chinese stock market.
本文对中国股票市场个股价格异常波动的情况进行了检验,结果显示股价异常波动比较突出。
This paper verifies the abnormal fluctuation in China's stock market and finds that it is very popular.
此外,当地的管理是经常的压力,它们的股东,以探讨一上市就一个蓬勃发展的中国股票市场。
In addition, local management is often pressured by their shareholders to explore an IPO on one of the booming Chinese stock markets.
中国股票市场是否达到弱势有效,一直是理论界探讨的重要课题,同时也具有重要的实践意义。
The Chinese stock market whether or not meets weak-form efficiency has been an important issue of the theoretical study, and has significant practical value.
中国股票市场在设立之初,其制度设计就存在一些不规范之处,从而在今天导致了相当多的问题。
The Chinese stock market system has some features which do not accord with the standard and are regarded as the cause of many problems today.
中国股票市场是否达到弱式有效一直是理论界讨论的重要课题,具有重要的理论价值和实践意义。
The problem of whether Chinese stock market meets the weak-form efficiency or not has been a very important topic for quite a long time, not only in theory but also in practice.
利用个股数据资料和非对称成分GARCH-M模型对中国股票市场的量价关系进行了实证研究。
This paper conducts empirical study of the relationship between stock price and trading volume with the help of data of some stocks and asymmetric component GARCH-M.
这一结论进一步验证了中国股票市场量价关系的同向关系,并为投资者规避风险提供了实证依据。
The results test and verify the relationship between the price and trading volume further, and offer empirical basis for investors to avoid risk.
而在中国股票市场,该比例为5.2%,远低于其他6个国家股票交易所(经选择)平均数68%的十分之一。
The corresponding figure in the Chinese equity markets is as low as 5.2%, less than one-tenth of the 68% average observed in six other selected exchanges.
全文的研究围绕中国股票市场中的限价委托单簿和委托单流行为展开,主要讨论了三个方面的内容。
The dissertation is organized in three parts as follows, with the limit-order book and order flow as core elements.
通过对三者与交易量长期关系的研究,找出中国股票市场的变化规律,从而达到认知金融市场的目的。
We research the relationship of the three so that we can find out changes of China's stock market and understand the financial markets.
通过我们的经验检验得出,中国股票市场存在与国外成熟股票市场不完全相同的动量效应的表现特征。
Throughout our experienced test, we can get that the performance characteristics of momentum effect of Chinese stock market and that of foreign mature stock markets are not exactly the same.
通过我们的经验检验得出,中国股票市场存在与国外成熟股票市场不完全相同的动量效应的表现特征。
Throughout our experienced test, we can get that the performance characteristics of momentum effect of Chinese stock market and that of foreign mature stock markets are not exactly the same.
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