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calendar effect

  • 日历效应

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  日历效应

日历效应(Calendar Effects)是指在股票市场与时间相关的非正常收益情况,或者说在某一特定时间的收益率表现为异动。

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  • 日历效应 - 引用次数:13

    The so called anomalies on the security market including Size Effect, Value Premium, Calendar Effect, Reversal Behavior and so on, has brought a serial of revolutions to the field of financial asset pricing theory.

    包括规模效应、账面市值比效应日历效应、收益率反转行为等等在内的证券市场“异象”的发现,为金融资产定价领域带来了一系列变革。

    参考来源 - Fama

·2,447,543篇论文数据,部分数据来源于NoteExpress

Calendar effect

  • abstract: A calendar effect is any market anomaly or economic effect which appears to be related to the calendar. Such effects include the apparently different behaviour of stock markets on different days of the week, different times of the month, and different times of year (seasonal tendencies).

以上来源于: WordNet

双语例句原声例句权威例句

  • In this paper, we compare realized volatility and weighted realized volatility from four aspects: defnition, bias, efficiency and calendar effect.

    本文定义形式、无偏性、有效性日历效应等方面对已实现波动赋权已实现波动加以比较。

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  • The promotional effect of the calendar goes well beyond the people we were trying to reach.

    这本挂历宣传效果远远超出人们预期。

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  • The law goes into effect on January 1, 2010, for most calendar-year plans.

    该法2010年1月份生效

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更多双语例句
  • We controlled for other well-known fixed calendar (we call them Gregorian anomalies), notably,day of the week effect, like Monday,January effect, Halloween effect, and none of those factors explained results.

    VOA: standard.2010.08.05

  • The seasonal effect is so pronounced that investing based solely on those calendar dates succeeds in the difficult task (even for professionals) of outperforming the market.

    FORBES: Sell In May Still Working Like A Charm

  • When combined with the impact of the seasonality of our business and the calendar timing of our first fiscal quarter, this trend had a more significant effect than previously anticipated, and resulted in revenue recognition delays on a few solutions-oriented projects with new customers, especially in international markets.

    FORBES: Ciena Cuts Revenue Guidance For FY Q1; Shares Take A Hit

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