通过对交易时间与非交易时间效应及周日效应的分析，对中国股票市场信息传递效率的问题展开实证研究。
This study attempts to explore the efficiency of information transfer in China stock market by analysis of the trading and non trading time effect and the weekday effect.
本文主要在对证券市场羊群行为研究现状进行综述的基础上，对中国股票市场上的羊群效应进行实证研究并对其发生机制进行理论分析。
Based on the research survey of the herd behavior in security markets, the author empirically studies the herd behavior in China stock market and theoretically analyzes the occurrence mechanism of it.
在股价时序数据不存在噪音的假设前提下，利用相空间重构技术对中国股票市场的混沌与分形特征进行实证研究。
Under the hypothesis of empty of noise, utilizing technology of phase-space reconstruction to empirically study the chaos and fractal feature of China stock market.
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.
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.
虽然长期以来，中国对股票市场中的信息披露做了大量的研究，但针对上市商业银行信息披露的研究比较少。
The research into information disclosure of stock market has been done for long, but there is less done on the study of information disclosure of the listed commercial banks.
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.
文章在阐述了股市财富效应的理论及相关研究成果之基础上，从定性和定量的角度详细分析了中国股票市场财富效应问题。
Based on the stock market wealth effect theory and the related research results, the article analyzes the stock market wealth effect in China from the qualitative and quantitative Angle.
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.
基于此，本文采用指标体系的方法，对中国股票市场的流动性进行了全面的研究，具体包括：短期流动性研究和长期流动性研究。
Based on the above, the article studies completely the liquidity of China stock market with the method of index system, including short-term liquidity study and long-term liquidity study.
本论文的研究目的在于通过对中国股票市场动量效应的实证分析，探索中国股票市场动量效应现象的特点及原因。
Purpose of this dissertation is to identify features of momentum effect and to discover reasons why it takes effect in China's stock market through empirical analysis.
利用改进的统计方法，利用1995年1月至2001年12月的月收益数据重新进行了有关中国股票市场的价格惯性、反转效应的实证研究。
Using revised statistic method, we redo research about the price momentum and contrarian effects in Chinese stock market with stocks' monthly return between Jan. 1995 and Dec. 2001.
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.
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.
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.
本文针对中国股票市场1992- 1997年度的A股和B股的市场分割问题进行研究，并讨论了B股大幅度折价的原因。
This paper studies the issue of market segmentation of a shares and B shares in the Chinese stock market during the years of 1992-1997, and discusses the reasons for the deep discount of B shares.
研究结果认为，每日交易量作为每日信息到达时刻的代理变量对于中国股票市场每日收益的条件波动的解释力度不显著。
We find that daily trading volume, used as a proxy for information arrival time, has no significant explanatory power on the conditional volatility of daily returns.
以BSI指标代表投资者预期，研究其与中国股票市场收益情况的相关性，通过历史数据的回归分析加以判断，得出了股票市场短期走势不可预测的结论。
BSI represents investors' expectations. Using the regression of data, we judge the relativity between BSI and the historical yield. The conclusion is that stock market in short term is unpredictable.
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.
在研究股票市场非理性投机泡沫普遍规律的同时，文中适当举了一些中国的例子。
This paper would give some Chinese example when studying the common law of irrational speculative bubbles.
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.
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.
本文的研究突破了传统的有效市场假说，从一个新的角度研究中国的股票市场。
This paper break the traditional Efficient market Hypothesis, studying on China's stock market from a new perspective.
研究结果显示，中国股票市场的有效性较低，但正逐步走向更强的有效形式，未来宏观经济对股市的影响将会更大。
The future macro-economics will have greater impact on the stock market. However, from the micro dimension, there is efficiency to some extent.
回顾了中国证券市场理论估值的研究，发现用平均市盈率进行国际比较对股票市场估值有较大缺陷。
According to Shanghai Stock Exchange statistics, the weighted average P/E ratio of the Chinese stock market has reached 59.
回顾了中国证券市场理论估值的研究，发现用平均市盈率进行国际比较对股票市场估值有较大缺陷。
According to Shanghai Stock Exchange statistics, the weighted average P/E ratio of the Chinese stock market has reached 59.
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