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股票预期
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  expected stock
     An Empirical Study about the Relationship between Expected Stock Returns and Trading Activity in the Chinese Stock Markets
     中国股市上交易活动与股票预期收益关系的实证研究
短句来源
     The Panel Data Analysis of Expected Stock Returns
     股票预期收益率的多因素平行数据分析
短句来源
  “股票预期”译为未确定词的双语例句
     Cross Section Demonstration of Stock Prospective Earnings Based on IT Industry
     基于IT业的股票预期收益的横截面实证研究
短句来源
     Here, we assume that the riskfree rate of interest, the expected rate of return and the volatility for the stock price, are deterministic functions of the time.
     这里我们假设无风险利率,股票预期收益率和股价波动率都是时间的确定性函数.
短句来源
     Second, idiosyncratic risk and expected return of stocks are negatively related.
     非系统风险与股票预期收益率负相关;
短句来源
     The outcome of regression shows that unexpected changes in any dimension of stock liquidity are positively related to the contemporaneous stock returns, which provides evidence for negative correlation between the stock liquidity and expected return.
     实证结果表明流动性各个维度的非预期变化与同期股票收益率正相关 ,从而为股票流动性水平与股票预期收益率的负相关关系提供了新的经验证据
短句来源
     Under the assumptions that the stocks price process is driven by the Levy jump diffusion process , and the risk-free rate τ(t) and the volatility σ (t) are functions of time ,we obtain the pricing formula and put-call parity of the European option .
     在假定股票价格过程遵循几何Levy过程,并且股票预期收益率、波动率和无风险利率均为时间函数的情况下,获得了欧式期权精确定价公式和买权与卖权之间的平价关系.
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  相似匹配句对
     The Panel Data Analysis of Expected Stock Returns
     股票预期收益率的多因素平行数据分析
短句来源
     Analysis on the Sticky Expectation and Its Model in the Stock Investment
     股票投资的粘性预期及其模型分析
短句来源
     A Discussion of the Stock Buy-back
     刍议股票回购
短句来源
     This result reaches the expected target.
     达到了预期目标。
短句来源
     A Brief Study about Zhaoxin Stock
     昭信股票浅析
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  expected stock
The functional relation between expected stock prices and accounting information is analyzed through the theory of inverse probability.
      
The findings are strongest for the expected option life and expected stock price volatility input assumptions, consistent with firms' greater latitude in determining these inputs.
      
This study investigates the determinants of the expected stock-price volatility assumption that firms use in estimating ESO values and thus option expense.
      
We augment the information set to include economic variables that other researchers have found to be important and use GARCH-M models to explore the relation between volatility and expected stock returns.
      
A negative bubble can lead to negative expected stock price.
      
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This paper puts forward a univariate AR(1) model that relates stock price,stock returns and dividends to study stock returns autocorrelation function, and adoptsa variance decomposition to analyze variation between expected steek returns and unexpeetedstock returns.

提出一种联系股票价格、股票收益及股息的单变量回归模型来研究股票收益的自校正,并采用变量分解法探讨股票预期收益与非预期收益两者之间的变动关系。

This paper illustrates how beta, size, and ratio of book\|to\|market equity account for the cross\|section of expected stock returns in Shanghai and Shenzhen stock markets respectively on the base of one\|month and three\|month investment horizons. The empirical results show that beta and the ratio of book\|to\|market equity fail to explain the cross\|section of expected returns over both monthly and quarterly intervals in Chinese stock market. There is a slightly negative relation between the size of firm and...

This paper illustrates how beta, size, and ratio of book\|to\|market equity account for the cross\|section of expected stock returns in Shanghai and Shenzhen stock markets respectively on the base of one\|month and three\|month investment horizons. The empirical results show that beta and the ratio of book\|to\|market equity fail to explain the cross\|section of expected returns over both monthly and quarterly intervals in Chinese stock market. There is a slightly negative relation between the size of firm and the expected return.

本文研究了在上海和深圳股票交易市场中 ,β值、公司规模和股票的账面—市场价值比对月度和季度横截面普通股预期收益的解释作用。经验结果表明 ,无论是在上海股票交易市场还是在深圳股票交易市场 ,股票的 β值以及其账面—市场价值比对月度和季度的横截面股票预期收益都完全没有解释能力 ,公司规模和股票的预期收益之间存在着很不显著的负相关性

Base on the special characters of Chinese stock market, we divide all stock into two group: the leaders and the followers according to the different information delivery structures of these two kind of stocks. The empirical results also support our models. We can draw three important conclusions from the empirical works: 1. The leaders and the followers are cross\|autocorrelated. 2. The correlation coefficients between individual returns and market portfolio return can be larger because of the cross\|autocorrelation...

Base on the special characters of Chinese stock market, we divide all stock into two group: the leaders and the followers according to the different information delivery structures of these two kind of stocks. The empirical results also support our models. We can draw three important conclusions from the empirical works: 1. The leaders and the followers are cross\|autocorrelated. 2. The correlation coefficients between individual returns and market portfolio return can be larger because of the cross\|autocorrelation between individual stocks, and the coefficients of followers are especially large. 3. Since the investor of followers using the particular information of leaders by mistake, the price of followers is over\|react obviously.

本文从中国股票市场的特点出发 ,根据股票信息结构的不同 ,将股票分为龙头股和跟随股两类 ,构造了两种类型股票不同的信息来源与传导模型 ,同时利用中国股票市场的历史数据验证了以下三个主要结论 :1 .中国股票市场存在着龙头股和跟随股之间的交叉自相关性 ;2 .个股之间的交叉自相关性使得个股收益率与市场收益率的相关系数增大 ,且跟随股的相关系数大于龙头股 ;3.由于跟随股的投资者错误地根据龙头股的个股信息定价 ,因此跟随股有较为明显的过度反应现象。根据本文的结论 ,跟随股投资者盲目跟随龙头股价格变化调整股票预期价格的做法将造成投资损失。

 
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