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- Do Stock Returns Predict the Future? 证券回报可以预测企业的未来吗?
- The daily VaRs of stock returns are computed using GARCH (1,1) model, MA method and RiskMetrics respectively. 分别采用 GARCH( 1 ;1 )模型、Risk Metrics和移动平均法预测上海股市日收益率的波动性 ;计算每天的 va R.
- The asymmetric reverting behavior of stock returns is undoubtedly exploitable using the contrarian portfolio strategy. 且发现反向投资策略的获利性除来自市场过度反应外也与不对称反转现象有关。
- 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。
- STEPHEN H.PENMAN XIAO-JUN ZHANGAccounting Conservatism,the Quality of Earnings,and Stock Returns". 储一昀;王安武.;上市公司盈余质量分析[J]
- In the consumption CAPM, uncertainty about stock returns is connected directly to uncertainty about consumption. 在消费CAPM中，股票回报率的不确定性是直接与消费的不确定性相连的。
- Some measure the average difference between stock returns and the returns( or yields) on long-term bonds. 某些衡量股票回报与长期债券的回报（到期收益率）间的平均差额。
- 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。
- Shefrin , H., &Statman, M. ( 1998 ). Comparing expectations about stock returns to realized returns , Santa Uara University, unpublished paper. 张淑雯(2000)，员工分红入股资讯之市场反应-以台湾上市电子公司为例，东吴大学会计研究所未出版硕士论文。
- 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。
- Liu, C. and D.Ziebart, Stock Returns and Open - Market Stock Repurchase Announcements [ J ].The Financial Review, 1997,32 (3). 奉立城许伟和.;股权分置改革试点上市公司的超常收益实证研究[J]
- The expected stock returns are a decreasing function of liquidities,which proves that illiquidity premium exists in China stock market. 4、我国股票的流动性与期望收益负相关，存在明显的流动性溢价现象。
- The empirical results show that Fama &French’s (1993) three common risk factors explains well the time-series of stock returns. 本文的实证结果表明Fama &French（1993）提出的三因子模型可以很好地解释中国大陆的时间序列的股票报酬。
- The quantity is transferred from blocked stock returns to unrestricted-use stock and thereby transferred to valuated stock. 数量从退货冻结库存转储到非限制使用库存中;从而转储进评估库存.
- 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。
- Chien, Chin-Chen and Cheng-Few Lee, 2001, Heterogeneity of Earnings Horizons and Stock Returns: Theory and Evidence, The 12th Conference on Financial Economics and Accounting. 简金成、王明隆、陈俊男、詹忠卫，2002，股利和融资政策之讯息效果，2002会计理论与实务研讨会。
- 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。
- In our assumption, interest rates and stock returns are not independent, so we use Cholesky decomposition to simulate returns of risky assets and riskless assets. 以十年期趸缴生死合险的分红保单与生死合险的不分红保单这两种保险商品以不同比例组成的负债结构。
