价格发现

中国股票IPO的价格发现功能研究

The Study on the Price Discovery Function of Chinese Stock IPO

这些机制的优劣直接关系到IPO价格发现效率的高低。

These mechanisms affect directly the price discovery efficiency .

基于VAR模型的硬麦期货价格发现研究

Hard wheat futures price discovery based VAR model

上海燃料油期货价格发现功能研究&基于GS模型的实证分析

Study on Price Discovery Function of Shanghai Fuel Oil Futures Based GS Model

中国IPOs价格发现机制实证研究

Empirical Study on IPOs Price - finding Mechanism in China

干散货FFA市场价格发现功能的研究

The Study on Price Discovery Function of Dry Bulk FFA Market

中国市场ETF价格发现功能和信息溢出的实证研究

An Empirical Study on ETF for Price Discovery and Information Spillover in China 's Stock Exchange Market

一般认为，在IPO的询价发行机制下，机构投资者具有信息生产和价格发现的功能，首日抑价可由此被降低。

Is generally believed that the inquiry issued in the IPO mechanism , institutional investors have the information production and price discovery functions , the first day under-pricing can thus be reduced .

从而提高新股发行定价过程中的公司相关信息的渗透能力，提升信息传递效率和新股IPO的价格发现效率。

So as to enhance the process of issuing new shares of the company pricing information on the infiltration capacity of the transmission of information to enhance efficiency and new IPO price discovery efficiency .

核准制和保荐制的实行更加有利于股票IPO价格发现功能的发挥，同时，中国投资者普遍素质不高，抑制了中国股票IPO价格发现功能的发挥。

Approval System and sponsor the implementation of the system more conducive to the stock IPO price discovery function , at the same time , China is not high quality investors to curb Chinese IPO stock price discovery function .

股票IPO市场所具备的基本功能在于投融资、价格发现、资源配置和信息生产，其中，价格发现功能是一个极为重要的功能。

In the view of the functions of the IPO market , its basic aspects lie in four major functions : finance and investment , price discovery , resource allocation and information production . Price discovery is of paramount importance among the rest .

第三章对农产品期货市场价格发现功能进行了实证研究，用VAR模型、Johansen协整检验、误差修正模型等实证分析了大豆、小麦期货合约的功能发挥情况。

Chapter III of the agricultural futures market price discovery function of the empirical research , using VAR model , Johansen cointegration test , error correction model and other empirical analysis of the soybean and wheat futures contracts Functioning .

价格发现功能是ETF市场的一个基本功能，上证50ETF是否具备价格发现功能是衡量ETF推出是否成功的一个重要指标。

Price discovery is a basic function of ETF market , so that it 's an important index to judge50ETF is a successful innovative product or not according to its function of price discovery .

通过运用GARCH模型，脉冲响应函数、G-S模型、Hasbrouck方差分解、一般因子分解等方法对股指期货市场与现货市场的波动性与价格发现进行了实证研究。

Through the use of the GARCH model , impulse response function , the GS model , Hasbrouck variance decomposition , the general factorization method , this paper has studied the stock index futures market and spot market volatility and price discovery with empirical method .

以价格发现速度作为价格发现效率的代理变量，在总结现有价格发现速度研究的基础上，提出了一般价格发现模型（GPDM）。

Taken the price discovery speed as a proxy of the efficiency of price discovery , this paper proposes a General Price Discovery Model ( GPDM ) on the basis of summarizing present materials on the price discovery .

价格发现功能对于股票市场十分关键。

The price discovery function is crucial to the stock market .

中国饲料工业期货的价格发现实证研究

Positive Research on the Price Discovery of Chinese Feed Industrial Futures

大豆期货市场价格发现功能基本发挥。

Soybean futures play a basic role of market price discovery .

中国棉花期货市场价格发现功能研究

Research on Price Discovery in Chinese Cotton 's Futures Market

价格发现是股指期货的基础功能。

Price discovery is the basic function of index futures .

我国股指期货市场的价格发现与波动溢出效应

Price Discovery and Volatility Spillovers of Stock Index Futures Markets in China

期货市场具有价格发现功能吗？

Does Futures Market Have the Function of Price Discovery ?

基于信息结构的跳跃行为价格发现研究。

Research on jumps behavior Price-Discovery based on information structure .

价格发现：期货市场与现货市场的协同作用

Price Discovery : The Cooperation of Future and Spot Markets

论期货市场价格发现功能与仓储价格理论

On Price Discovery Function of Futures Markets and Theory of Storage Pirce

价格发现是期货市场的基本功能之一，成熟的期货市场可以发挥对重要商品定价的作用。

Futures markets play a role of pricing important commodities .

股指期货套利的一大重要功能就是价格发现。

One of the important function of index futures is price discovery .

股指与股指期货价格发现过程研究

Study on price discovery process between stock index and stock index futures

中国农产品期货价格发现功能的实证研究

An Empirical Study on the Price Discovery between Chinese Agricultural Commodity Futures

价格发现功能是期货市场的核心功能。

Price discovery function is the core function of the futures market .