12.超额收益(excesss return)意味着超过无风险收益率的基金收益 率,詹森α的定义是在假设市场均衡的条件下,超过基准期望收益 率的基金收益率为非正常(abno...
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GSCI Excess Return Index 高盛商品超额收益指数
Cumulative Excess Return 累计超额收益
Excess Return ER 额外回报
excess return rate 超额收益率
abnormal excess return rate 累积超额收益率
expected excess return-to-standard deviation ratio 单位风险预期超额收益
excess sample return line 剩余样品回流管线
Research abroad shows that the turnover of a firm’s control right can bring about 20% abnormal excess return rate to the stockholders of the target firm.
国外有研究表明,控制权转移能给目标公司股东带来20%左右的超额收益率。
参考来源 - 上市公司控制权转移与市场反应·2,447,543篇论文数据,部分数据来源于NoteExpress
Such assets offered an excess return to compensate investors for their illiquidity.
那些资产能提供超额回报来作为流动性不足的补偿。
The capitalized value of this excess return is economic Goodwill.
这一超出市场回报的价值被资本化就变成了经济商誉。
The paper verified the relation between stock market illiquidity and stock excess return in time series by new liquidity measure (LDX).
在时间序列上,论文采用新流动性比率指标(LDX)衡量流动性,检验了股票市场非流动性与股票超额收益率之间的关系。
I mean, do you really--you might wonder, aren't people missing something if the excess return is so high of stocks over short-term bonds?
我是指,你们真的。。。你们也会怀疑,这里是不是少了点什么,如果股票收益率高出短期债券收益率那么多?
I'll let you read Siegel and his discussion of this possibility, ... but I think that-- what I want to get now is not necessarily any agreement on whether you believe that there's such a high excess return for stocks.
我会要求你们读西格尔的书,以及他对这种可能性的讨论,但是我认为-,你们并不需要,同意炒股的收益,远远高于其他的投资方式。
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