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- Hsin, C., W. Guo, S. Tseng , and W. Luo (2002) "The Impacts of Speculative Trading on Stock Return Volatility: The Evidence from Taiwan ", 2002 APFA/FMA/PACAP Finance Conference, Tokyo , Japan . 夏侯欣荣、辛敬文、任智玮(2001)“企业长短期汇率风险之分析－以台湾上市公司为例”;台湾财务学会年会;台湾.
- Hsin, C., W. Guo, S. Tseng , and W. Luo (2002) “The Impacts of Speculative Trading on Stock Return Volatility: The Evidence from Taiwan ”, 2002 APFA/FMA/PACAP Finance Conference, Tokyo , Japan . 夏侯欣荣、辛敬文、任智玮(2001)“企业长短期汇率风险之分析-以台湾上市公司为例”;台湾财务学会年会;台湾.
- S. stock markets to Taiwan's stock and futures markets.However, the U.S. stock return volatilities do have explanation power in Taiwan's futures markets. 另外，美国股市对台湾期货与现货市场存有显著的报酬波动传导效果，但美国股市的波动对台湾期货的波动现象较具解释力。
- A Bayesian Analysis on Stock Return Volatility and Trading Volume of the Chinese Stock Market 中国股票市场价格波动与交易量关系的贝叶斯分析
- China Stock Market Return Volatility Research Database. 为投资者研究中国证券市场收益波动提供了完整而准确的数据。
- stock return volatility 股收波动
- After testing on weekday affect using the high frequency data, it is found that in Monday the return volatility of china stock market is the highest. 用五分钟高频数据对我国股市的周末效应进行检验后，发现我国股市在周一的收益波动率最大。
- We classify the litigation and arbitration announcements of listed corporation into three categories, and research the effect of two categories on unsystematic volatility of stock return. 摘要把中国上市公司的诉讼、仲裁公告分为三类，运用事件研究法考察了其中两类公告所披露的信息对股票非系统波动性的影响。
- Do Stock Returns Predict the Future? 证券回报可以预测企业的未来吗?
- Stock returns and their volatility are analyzed using the GARCH (1, 1) model with game dummy variables. GARCH(1,1)模型配合球赛虚拟变数被应用来分析股市报酬及其变动性。
- The paper compares A shares and B shares on the liquidity, volatility and price efficiency, which are proxied by trading volume, return volatility and 1st autocorrelation coefficient separatively. 摘要以交易量、股价波动率和收益率的自相关性作为流动性、波动性和价格有效性等微观行为指标，实证分析了中国A股和B股市场在微观行为上的差异。
- Weak-Form and Semi-Strong-Form Stock Return Predictability Revisited By: Ferson, Wayne E.; Heuson, Andrea; Tie Su. 弱式和半强式股票报酬可预测性。
- Non-parametric estimations reveal that the fat tail of the distribution of stock return satisfies power law decay. 非参数估计显示股票收益分布的非正态性及“肥尾”现象,其尾部满足幂律衰减。
- On the contrary, the relationship between order imbalances and stock return become unobvious in the second day. 在避险当日的买卖单与股价间存在强烈的正向关系，但是到了避险次日，这样的关系就减弱。
- This article analyses the relation of the volatility and stock return on China stock markets using GARCH-M model, and looks for the reason why there are large volatilities and low return. 摘要运用GARCH-M模型对上海和深圳股票市场的市场波动特征以及市场波动和报酬间的关系进行了实证研究，探讨引起我国股票市场波动较大，收益相对较低的原因。
- And the ARCH models for Dow-Jones average stock return are established with algorithm and forecast of the return is given. 并利用算法建立美国证券市场道琼斯指数收益的ARCH模型,进行了走势预测。
- This paper develops a trinomial option pricing model that incorporates the first four moments of the stock return distribution. 提出了一个将股票收益分布的头四个动差结合起来的三项式期权定价模型。
- But there are other factors affecting the return of stock and there is no direct relation between stock return and the Beta. 但是 ,股票收益率不仅与贝塔之外的因子有关 ,而且与贝塔之间的关系也不是线性的。
- Abstract: This paper develops a trinomial option pricing model that incorporates the first four moments of the stock return distribution. 文摘:提出了一个将股票收益分布的头四个动差结合起来的三项式期权定价模型。
- Using threshold regression analysis, we isolate three regimes that exhibit different associations between recency and stock return. 利用成因回归分析方法，我们独立了三种机制呈现新近知识投入与股票回报之间的关系。
