过去办事官员还只满足于电视机，香烟之类的东西作回报，现在他们已要求土地产权，股票证券，甚至直截了当要美元。
Once our officials were content with television sets or imported cigarettes as payment for official services, they now demand land rights, stock certificates, and even directly dollars.
我读了由埃德温·李费夫撰写的《股票作手回忆录》，该书描写上世纪20年代著名投机商、绰号“华尔街跳水男孩”的杰西·利弗莫尔。
I read Reminiscences of a Stock Operator, a book by Edwin Lefevre about Jesse Livermore, a famous 1920s speculator whose nickname was the Boy Plunger of Wall Street.
“意向报价”，一种由作市商提供的用于占位的报价，可使得一些为人熟知的股票以低至1美分的价格售出。
“Stub quotes”, placeholder prices provided by marketmakers, caused some shares in household names to be sold for as little as a cent.
我们把美国的股票设作资产一。
自打中学毕业我就开始找工作营生，后来得到了在股票经纪公司作报价板男孩的工作。
Went to work when I was just out of grammar school. I got a job as quotation-board boy in a stock brokerage office.
不论你决定使用一个提供全面服务的经纪取决于你的水平，自信，你的知识的股票市场和若干行业，你会定期作。
Whether or not you decide to use a full-service broker depends on your level of self-confidence, your knowledge of the stock market and the number of trades you regularly make.
当我在日本作报告时，有人叫我不要提宇宙再次坍塌的可能性，因为它会影响股票市场。
When I gave a lecture in Japan, I was asked not to mention the possible re-collapse of the universe, because it might affect the stock market.
两家公司还出借股票给其他作空方使用。
投资者似乎还对华盛顿监管官员有关可能重颁作空限令的说法感到欢欣鼓舞，因为这有助于防止交易员追跌某家公司的股票。
Investors also appeared to take cheer when regulators in Washington said they may reinstate rules that limit short selling, potentially preventing traders from ganging up against a company's shares.
至今还不能找到一篇把国内的股票指数和国外股票指数作联动性的研究。
So far we can not find a paper about domestic stock index and foreign joint-stock index.
实证分析结果表明：EGARCH模型比较适合对我国股票市场波动性作长期预测，若假设收益序列服从t分布，由此改进的EGARCH-T模型会得到比正态分布下更好的拟合与预测效果。
The results show that EGARCH is the best model for forecasting long-term volatility. Furthermore, using EGARCH with the Student t-distribution gives better results than with a normal distribution.
实证分析结果表明：EGARCH模型比较适合对我国股票市场波动性作长期预测，若假设收益序列服从t分布，由此改进的EGARCH-T模型会得到比正态分布下更好的拟合与预测效果。
The results show that EGARCH is the best model for forecasting long-term volatility. Furthermore, using EGARCH with the Student t-distribution gives better results than with a normal distribution.
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