...不能解释的异 象(Anomalies),如收益分布的尖峰胖尾(Leptokurtic and Fat-tail)、小公司效应、一 月效应、周末效应(Week Effect)、超额收益波动的相关性和长记忆性(Correlation and Long-range Memory)、波动异方差(Heteroscedasticity)以及往往发生事先没有任...
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...文献综述-金融学MBA论文 关键词:日历效应,星期效应,月份效应,GARCH模型 [gap=1547]Key words:Calendar effect, week effect, month effect, GARCH model ...
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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 law was signed last week and goes into effect in a few months.
VOA: special.2010.05.01
The Pygmalion effect that we are going to talk about next week or the week after, shows how teachers' expectations are self-fulfilling prophecies.
我们下周或再下周会探讨,皮格马利翁效应,说明为什么教师的期望就是自我实现的预言。
How many people know that three times a week physical exercise,30 minutes each time has the same effect ? as our most powerful psychiatric drugs?
多少人知道,每周三次,体育锻炼,每次三十分钟,与最强劲的精神药物,有同样的效果?
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