The information content means the relation between accounting earnings and the stock return.
信息含量表示会计盈余与股票回报之间的关系。
This paper investigates the day-of-the-week effect on stock return and volatility in China during the period of 2000 to 2006.
本文研究《证券法》实施之后的2000—2006年沪深股市收益率与波动的周内效应。
The size effect is an important phenomenon of the market anomalies and reflects the reverse direction between the stock return and the firm size.
“规模效应”是股票市场上一种重要的异常收益现象，反映了股票收益与公司规模之间的反向关系。
The size effect is an important phenomenon of the market anomalies and reflects the reverse direction between the stock return and the firm size.
“规模效应”是股票市场上一种重要的异常收益现象，反映了股票收益与公司规模之间的反比关系。
The conclusions are identical: Fisher Effect does not hold in stock market, and there is negative correlation between stock return and inflation rate.
研究结果基本是一致的：股票市场费雪效应不存在，股票收益与通货膨胀率之间存在负的相关关系。
The learning model includes the volatility estimation of the predicative variables and the covariance of stock return and this predicative variable.
这里的学习模型包括对于估测变量的方差估计，以及股票收益率与这个预测变量的协方差。
Moreover, considering the time varying attribution of the second moments of stock return, how to measure these two factors accurately is also a meaningful problem.
考虑到股市收益率的二阶距往往具有时变性，如何准确刻画这两个因素，也是一个有待讨论的问题。
Shenzhen stock market has qualified the weak-form efficiency. Autocorrelation of the time sequence tests show that the time sequence of stock return is correlative.
自相关检验结论为：序列存在相关性，否定了收益序列的随机波动特性。
Herd behavior has an impact on present stock return, buy-herding behavior lead to the positive abnormal return, and sell-herding behavior results negative abnormal return.
基金羊群行为对股票当期收益存在显著影响，买入羊群行为使股票出现正超额收益，卖出羊群行为使股票出现负超额收益。
Chinese stock market provides an environment for deeply understanding of influence of historical stock prices on future (intermediate horizon) cross-sectional stock return.
中国股市为研究历史股价对未来(中期)横截面股票收益的影响提供了一个深入考察的环境。
The result shows that the listed companies audited by "Top 4" have lower discretional accruals and more significant relationship with stock return and future profitability.
与国内会计师事务所相比，“四大”中国合作所审计的公司的操控性应计利润较低，并与股票回报率、未来收益之间的关系更为显著。
We use variance-ratio methodology to test the hypothesis that stock return follows a random walk. But the results of variance-ratio tests reject the random walk hypothesis in China.
使用方差比方法检验中国股票市场上股票收益服从随机游走的假设，检验结果拒绝了该假设。
According to the stepwise regression to stock return rate and the correlated analysis, it is proved that the Eva index can well explain the volatility of stock price and evaluate...
通过对股票收益率进行逐步回归和相关性分析，实证结果表明EVA指标能较好地解释股价波动和衡量公司业绩。
According to the stepwise regression to stock return rate and the correlated analysis, it is proved that the Eva index can well explain the volatility of stock price and evaluate...
通过对股票收益率进行逐步回归和相关性分析，实证结果表明EVA指标能较好地解释股价波动和衡量公司业绩。
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