中国证券市场

进一步发展证券投资基金有利于中国证券市场的长期稳定发展。

The further development of investment funds is beneficial to Chinese security markets in the long run .

中国证券市场目前具有混合监管的特色。

Chinese securities markets take on the characteristics of admixture of regulation .

中国证券市场A、B、H股的动态相关关系研究

Dynamic Conditional Correlation among the A-share , the B-share and the H-share Markets in China

双Q机制对中国证券市场的影响

Influence on China 's Security Market by " Double Q " Mechanism

从国际经验看加入WTO后中国证券市场的开放

China Stock Market 's Opening after Its Entering to WTO from the View of International Experiences

中国证券市场指数收益SAD效应实证研究

A Study for SAD Effect on Chinese Market Indices Return

加入WTO对中国证券市场国际化无疑是机遇与挑战并存。

Entering into WTO we have both opportunities and challenges for the internationalization of China 's securities market .

中国证券市场IPO定价模型及其实证研究

An Empirical Study on IPO Pricing Models in Chinese Stock Market

VaR方法在中国证券市场风险研究中的应用

Application Research of VaR in China 's Securities Market Risk Analysis

基于AHP的中国证券市场风险测度研究

Research of Chinese Stock Market Based on AHP Risk

中国证券市场股指与股份结构的PD拟合分析

The PD-Fitness Analysis for the Structure of Indices and Price on Chinese Stock Market

VaR模型在中国证券市场的适用性分析

Analysis on Application of VaR Model about China Security Market

面对全球经济的发展变化和加入WTO带来的机遇与挑战，中国证券市场面临重要的选择。

China ' stock market faces very important choice , pressured by the world economic changes and challenges from the entry of WTO .

中国证券市场在复杂的历史背景下形成了A、B、H股市场并存的特殊市场分割体制，对这一问题的研究具有重要的学术价值和现实意义。

Under a complicated historical background , Chinese stock market has formed a very unique segmented market system with A , B and H share markets existing together .

H和M-V标准在中国证券市场的实证分析

Comparision of Hurst index with M-V and empirical analysis to China stock market

本文试图通过在中国证券市场检验IPO折价的一些经典模型来弄清楚这个问题。

We attempt to shed light on this issue by examining some classical models of IPO underpricing for the Chinese market .

Markowitz投资组合理论在中国证券市场的应用

Efficient application of markowitz portfolio theory in security market of China

关于中国证券市场实施QFII制度的冷思考

On Implementing QFII System in Chinese Security Market

中国证券市场开放与QFII制度

Chinese Securities Market Opening and QFII System

本文采用标准事件研究法来考察管理层收购（MBO）在中国证券市场的股价反应。

This paper analyzes the stock price reactions to management buyout ( MBO ) in China with some case studies .

本文通过对壳资源在中国证券市场特殊性的分析，比较了买壳上市与IPO两种不同的上市途径。

By analyzing the particularity of the shell resource in Chinese stock market , this article compares two different ways which are buying a shell and IPO .

本文围绕Markowitz投资组合理论以及投资组合绩效评价模型在中国证券市场（以上海股票市场为例）的应用而展开。

The main content of this paper is about the application of Markowitz portfolio theory and its performance evaluation models in Chinese security market .

本文详细介绍了Robinson提出的一种新的对金融时间序列的分形差分参数进行检验的方法，并首先将其运用在对中国证券市场的长期记忆性进行的实证研究中。

In this article we propose the use of a version of the tests of Robinson for testing the fractional differencing parameter in financial time series data to test the long memory of Chinese market .

QFII制度将以其成熟的国际资本市场运作方式、先进的管理模式对中国证券市场在投资理念和盈利模式等方面产生积极影响。

QFII regulation will positively influence the investment perspective and the pattern of making profit in China 's securities market with its mature way of operating and developed managing pattern in international capital markets .

本文从券商的内部管理出发，以VaR方法为主线，结合中国证券市场的实际情况，对券商风险管理的过程（风险识别，风险测量和风险控制）进行了分析。

From the inter management of a security company , this paper is going to analyze the process of the risk management ( risk identification , risk measurement and risk controlment ) based on the current situation of the Chinese stocks market and VaR.

除了从抑价角度对中国证券市场的IPO定价效果进行分析外，笔者还以公司价值为基础，从IPO偏离度视角对IPO定价进行了较为深入的研究，实现了研究方法的创新。

Besides carrying on the analysis from the underpricing angle to the Chinese securities market IPO pricing effect , the author also take the company value as the foundation , conducted more thorough research from the Chinese IPO premium angle to the IPO pricing .

中国证券市场的IPO抑价程度高，一方面是来自于普遍存在的IPO抑价的问题，同时来自于中国的IPO定价方式的不合理、股票的不全流通。

The reasons of underpricing of the IPO in Chinese stock market , on the one hand come from widespread existing IPO underpricing , and on the other hand , come from the irrationality of IPO pricing way and stocks is not all circulate .

第4章介绍VaR-GARCH-EVT模型在中国证券市场中的实证研究。

The forth chapter introduces the demonstration research of VaR-GARCH-EVT model in the Chinese securities market .

其中第一、二、四章用于引入本文所需的CAPM、APT模型及市场效率方面的理论准备，同时结合我国特殊条件考察了它们对中国证券市场的意义，局限和应用范围。

Chapter one , two and four are making some theoretical preparation for the introduction of CAPM and APT model and market efficiency theory . And their role , limitation and applicability in Chinese security market in the specific context are also studied .

随着我国成功进入WTO和引入QFII，使得中国证券市场正在加快与国际接轨的步伐，投机思维的生存空间已被大大压缩，股价已经不再以市场主力的意志为转移。

As china has entered WTO and introduced QFII , Chinese stock market is quickening its steps to be geared to international standards . Therefore , the living space of speculation thought has been greatly reduced and the stock price has not depended on the will of market any longer .