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This article incorporates foreign exchange values as partial determinants of Asian foreign equity market returns and suggests that currency risk is of hedging concern to investors with implications for portfolio management.
      
The results indicate that there is a stationary long-run relationship and significant short and long run causal linkages between the various painting markets and between the equity market and painting markets.
      
We illustrate why equity market activity might grow - often very rapidly - as an economy develops.
      
Dynamic equity portfolios can be generated by positive twice continuously differentiable functions of the ranked capitalization weights of an equity market.
      
An equity market is called "diverse" if no single stock is ever allowed to dominate the entire market in terms of relative capitalization.
      
Announcement effects and market efficiency in a thin market: An empirical application to the Singapore equity market
      
This paper reports the findings of a study of price responses of thinly-traded shares in the Singapore equity market.
      
Evidence of imputation clienteles in the Australian equity market
      
On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference
      
This paper analyzes empirically the globalization of the Japanese equity market, based on the Kreps-Porteus preference model developed by Epstein (1988) and Epstein and Zin (1990, 1991).
      
The objective of this paper is to determine the best predictor of equity market crashes by focusing particularly on volatility and market liquidity.
      
However, this paper shows that the forecast value of market liquidity, in particular our modified calculated market depth, predicts equity market crashes much more accurately than does the forecast values of EGARCH or Implied Volatility.
      
The approach first uses information on public depository institutions to identify the statistical relationships between a bank's supervisory accounting data and its risk characteristics derived from equity market data.
      
The Informational Efficiency of the Equity Market As Compared to the Syndicated Bank Loan Market
      
This is particularly true when the equity market makers are also loan syndicate members.
      
This paper uses equity returns for publicly traded US bank holding companies (BHCs) from 1997 to 2004 to identify the determinants of risk, measured by equity market volatility, and examine how they have evolved.
      
The transmission of corporate financial information across national borders and equity market linkages
      
Simultaneous equations estimation reveals inferences are unaffected by potential bias resulting from simultaneity between brand value estimates and equity market value.
      
(2) Accruals and cash flows provide explanatory power for equity market value incremental to equity book value and abnormal earnings.
      
The profitable implementation of a trading strategy based on these findings, however, suggests that equity market participants do not incorporate fully the information in historical volatility when forecasting future firm performance.
      
 

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