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发布时间:2016-12-13 17:21

  本文关键词:股票市盈率水平的决定因素——上海证券交易所的数据验证,由笔耕文化传播整理发布。


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上海证券交易所

  • shanghai stock exchange(216)
  • the shanghai stock exchange(47)
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        Analysis of the volatility of the A-stock index in the Shanghai Stock Exchange

        上海证券交易所A股市场的波动性分析

    短句来源

        This paper selects 24 list companies that apply antidumping investigations in Shanghai Stock Exchange and Shenzhen Stock Exchange act as investigative sample.

        本文选取在上海证券交易所和深圳证券交易所上市的24家申请反倾销调查的公司为研究样本,对其在商务部反倾销调查立案当年及其前后是否采取了盈余管理行为进行了实证检验。

    短句来源

        Since the open of Shanghai Stock Exchange in December 1990 and Shenzhen Stock Exchange in March 1991, China has made a rapid development in stock market.

        中国的证券市场,特别是股票市场,以1990年12月上海证券交易所与1991年4月深圳证券交易所营业为标志,短短数年间已经得到了迅速的发展。

    短句来源

        The research expounds the implication, the theory and the quantitative-measuring model of credit risk. Then according to the data of bonds traded in ShangHai Stock Exchange on 30 September 2004, estimates the default probability of corporate bonds traded in ShangHai Stock Exchange by using the reduced-form approach.

        本研究阐述了信用风险的涵义、信用风险理论和信用风险计量模型,并运用构建简化信用模型的方法,根据2004年9月30日上海证券交易所的债券数据,估计了上海证券交易所上市交易的企业债券违约概率。

    短句来源

        This paper' studying aim is to indicate whether the listed firms' dividends policy influence corporations' values or not by examining whether it exists extra earning in the declaration term of new stock of Shanghai Stock Exchange in 2003, and if it exists extra earning, how much it is from dividend and what kind of factor influence extra earning.

        本文的研究目的是通过检验上海证券交易所2003年上市新股首次股利公告期是否存在显著不为零的超常收益,如果存在超常收益,这种超常收益有多少是来自于股利,影响超常收益的因素有哪些等三个步骤来试图说明公司的股利政策是否对公司的价值有影响。

    短句来源

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        Analysis of the volatility of the A-stock index in the Shanghai Stock Exchange

        上海证券交易所A股市场的波动性分析

    短句来源

        Based on the fundamental theory of multivariate statistical analysis, employing the group of ARCH models, we discussed the non-linear structure of the Shanghai stock exchange index by examining the Shanghai stock exchange index from 1996 to 2005. Finally, we get the best model by studying the standardized residual series with BDS test and comparing the RMSE of the models.

        本论文利用ARCH族模型以及多元统计基本理论,以1996-2005年近十年的上海证券交易所指数的收盘价作为观察对象,分析了上证指数的非线性动态结构,并且通过对ARCH模型的标准化残差进行BDS检验以及比较模型的均方根误差,得出最优的拟合模型。

    短句来源

      

        The results show that all the single-factor models cannot match dynamic change of the short interest rate,and the CKLS model does the best among them.

        实证结果表明所有的单因子短期利率模型都不能很好地描述中国上海证券交易所债券市场上的短期利率变化,CKLS模型是它们中表现最好的单因子利率模型.

    短句来源

        this paper investigates 763 A-share public corporate listing in SHSE,explores ownership structure and organizational characteristics' effect to dividend policy.

        本文以763家上海证券交易所A股上市公司2003年的横截面数据为观察值,从制度和技术两个层面实证分析了现金股利政策的影响因素,分别考察了股权结构和组织特征对现金股利支付率的解释力。

    短句来源

        On Factors Influencing Stock P/E Ratio

        股票市盈率水平的决定因素——上海证券交易所的数据验证

    短句来源

        The results are that the more the price volatility measured in ultra-high-frequency (UHF) data, the more measured in 5min, 10min, 20min, 30min sampling data than in UHL data, vice versa.

        以上海证券交易所广电电子股票的数据作了实证分析,结果发现以甚高频数据计算的价格波动度大多的情况下,5、10、20、30分钟采样数据计算的波动度更大,小的情况下5、10、20、30分钟计算的更小。

    短句来源

        Miller (1977) hypothesizes that dispersion of investor opinion in the presence of short-sale constraints leads to stock price overvaluation and the overvaluation is positively related to the level of dispersion of investor opinion.

        本文通过对上海证券交易所上市A股数据的分析,通过设置虚拟变量,采用一般线性模型回归法检验证明了Edward M. Miller(1977)对于在限制卖空情况下,股票价格被高估程度与投资者观点分散程度之间存在正相关关系的理论。

    短句来源

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      shanghai stock exchange

    A study of the balanced area of index's fluctuation in shanghai stock exchange

          

    Through analysis of plenty of data of SSE (Shanghai Stock Exchange) Index and relevant economic quotas, we find that the problem of predicting SSE Index is a typical multi-variable, nonlinear one.

          

    This paper attempts to investigate the determinants of the capital structure of a sample of 972 listed companies on the Shanghai Stock Exchange and Shenzhen Stock Exchange in China in 2003.

          

    The Cross-Section of Stock Returns on The Shanghai Stock Exchange

          

    This study explores the cross-sectional stock return behavior on the A-share market of the Shanghai Stock Exchange (SSE), which is segmented from world's other equity markets.

          

    更多          

      the shanghai stock exchange

    This paper attempts to investigate the determinants of the capital structure of a sample of 972 listed companies on the Shanghai Stock Exchange and Shenzhen Stock Exchange in China in 2003.

          

    The Cross-Section of Stock Returns on The Shanghai Stock Exchange

          

    This study explores the cross-sectional stock return behavior on the A-share market of the Shanghai Stock Exchange (SSE), which is segmented from world's other equity markets.

          

    Interday and intraday volatility: Additional evidence from the Shanghai Stock Exchange

          

    However, in an attempt to combat this concern this paper deals only with the Shanghai stock exchange.

          

    更多          



    Based on theory of M arkov processes, a m odelofanalysis and forecast for buying and selling ofstocks is set up. Actual forecast and analysis has show ed that the m odel given w ill obtain the satisfactoryresult.

    作为基础数学在经济运动规律分析预测方面的应用,将 M arkov 过程理论,应用于股票交易市场,对股价综合指数的涨(跌)幅度,,进行状态分类,建立起对市场运行周期、稳态概率、稳定程度、投资利润等的分析预测模型,并利用这一模型对上海证券交易所股价综合的部分历史数据作了相应的分析,得到了较为理想的结果。

    In this paper, an effectively adaptive algorithm for solving log-optimal portfolio problem is proposed. It is a variant type of stochastic approximation algorithm. Since the problem considered here is a constrained optimization problem, the gradient ascent direction used conventionally is replaced by the steepest ascent tangent vector on the corresponding constraint manifold. Under some reasonable conditions, the convergence property of this algorithm is also demonstrated. Finally, this algorithm is applied...

    In this paper, an effectively adaptive algorithm for solving log-optimal portfolio problem is proposed. It is a variant type of stochastic approximation algorithm. Since the problem considered here is a constrained optimization problem, the gradient ascent direction used conventionally is replaced by the steepest ascent tangent vector on the corresponding constraint manifold. Under some reasonable conditions, the convergence property of this algorithm is also demonstrated. Finally, this algorithm is applied to search optimal portfolio with real data of the Exchange Institute of Shanghai Security, the obtained numerical results are satisfactory.

    本文给出了一个求解log-最优组合投资问题的自适应算法,它是一个变型的随机逼近方法.该问题是一个约束优化问题,因此,采用基于约束流形的梯度上升方向替代常规梯度上升方向.在一些合理的假设下证明了算法的收敛性并进行了浙近稳定性分析.最后,本文将该算法应用于上海证券交易所提供的实际数据的log-最优组合投资问题求解,获得了理想的数值模拟结果.

    The states of stock price index are divided by means of Markov processes. A model of analysis and forecast for buying and selling stocks is set up for the stock market. An eigenvalue method on stock price and its index is put forward. Actual forecast and analysis has shown that the model obtained the satisfactory result.

    运用 Markov过程理论 ,对股票交易市场的股价综合指数进行状态分类 ,建立了市场的综合指数和股价波动、稳态概率的分析预测模型。提出了股票综合指数的特征值分析法 ,并利用这一模型对上海证券交易所股份综合指数的部分历史数据进行了相应的实证分析 ,获得了满意的结果。

     

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      本文关键词:股票市盈率水平的决定因素——上海证券交易所的数据验证,由笔耕文化传播整理发布。



    本文编号:211922

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