There are still some anomalies such as small-firm effect, time effect, Book-to-market effect, momentum trading strategy and contrary investment strategy.
存在着像规模效应、时间效应、价值效应、惯性策略与反转策略等诸多异常现象。
Their findings largely redefine the small firm effect as a "losing firm" effect around the turn-of-the- years Our own results lend further credence to this view.
他们的研究结果在很大程度上重新界定小企业的影响是一个“失去坚定”效应反过来周围型的多年来我们自己的结果给予进一步证明这一观点。
Secondly, the reversal effect in small-size firm stocks is more significant than the reversal effect in large-size firm stocks.
第二，小公司股票比大公司股票更容易发生反转。第三，市场态势为上升状态时的反转效应要显著大于市场态势为下降状态时。
Secondly, the reversal effect in small-size firm stocks is more significant than the reversal effect in large-size firm stocks.
第二，小公司股票比大公司股票更容易发生反转。第三，市场态势为上升状态时的反转效应要显著大于市场态势为下降状态时。
应用推荐