...程度随着股票流动性程度的下降而逐渐增强,其原因是投资者意见分歧变动伴随着的投资者交易行为会对股价产生价格冲击(price impact),这种价格冲击导致异质解释与公告后股价漂移的关系在不同流动性股票中具有不同的表现。
基于32个网页-相关网页
...Brennan 和 Subramanyam (1996) 基于 Glosten(1989) 以及 Easley 和O’Hara(1987) 的理论 模型以指令流的价格影响(price impact) 作为流动性的替代指 标,并按其与成交量的关系划分为固定部分和变动部分。
基于20个网页-相关网页
price impact model 价格冲击模型
price-impact 价格冲击
price impact cost 价格冲击成本
Stock Price Impact 股票价格冲击
Nonlinear Price Impact 非线性价格冲击
The Price-impact Model 价格冲击模型
the model of price-impact 价格冲击模型
Change Impact Price List 更改影响的价格单
There is a price impact of Nanjing is an important reason for the demolition.
有一个价格的影响是南京的一个重要原因拆毁。
But if he does raise the issue with his G7 counterparts, which he should, he should also stress the price impact of an excessively strong yen.
但即便他不向G7同行们提出这个问题,他也应当强调过分强势的日元带来的价格冲击。
The price impact and trading volume present a negative relationship, which means the absolute prices decrease when then trading volumes increase.
价格影响系数与交易量呈现负相关,这意味着随着交易量扩大,债券价格的绝对变化在逐步缩小。
Republican Representative David Price asserted that passage would also complicate U.S.efforts for peace between Israelis and Palestinians, and negatively impact Israel's own investigations: "Israel is a strong and resilient democracy,"
VOA: standard.2009.11.04
"When,in the context of Iran, you talk about the rise in the price of gas, you will see the impact of that on everything else, and I mean everything: not only transportation, but also production or presentation of tomatoes in the market,bread.
VOA: standard.2010.07.23
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