股票收益率

股票收益率受到多种因素的影响，汇率作为宏观经济中的一个重要变量，研究汇市和股市的关系一直受到国内外投资者、经济学者和管理者的关注。

Dividend yield is affected by many factors . Exchange rate is one of the most important variable , research about the relationship about exchange rate market and stock market always attracts foreign and local investors 、 economists and managers ' attentions .

股票收益率的可预测性是资产定价研究中的核心问题。

Forecasting stock yield is the kernel problem in researching asset price-making .

在稳定分布下计算股票收益率的VaR，一个重要的问题就是该模型的有效性问题。

One of the important questions is the validity of the model .

GP分布模型与股票收益率分析

Generalized Pareto Distribution and Analysis of Stock Price Returns

相似的，发行价格因子（PRC）与初始投资收益率因子（IR）与长期股票收益率之间呈现出负的相关性。

Similarly , there is a negative relation between the buy-and-hold return and the offering price factor and the initial return factor .

首次尝试采用稳健的R估计法建立电力行业股票收益率与经营业绩指标的数学模型。

Initially applying robust R estimator method , a more significant multivariate regression model among stock profit ratio and business ( achievement ) index such as earnings per share is established .

依据深圳市场9只股票收益率数据，采用matlab进行优化计算，并验证模型的有效性。

For the data of nine stock profit rate in Shenzhen stock market , MATLAB is adopted to wage the optimization calculation and to verify the effectiveness of the model .

S分析在短程相关存在的情形下，可能会导致有偏的检测结果，因此使用RS分析来检测股票收益率的长程相关引起了许多学者们的争议。

The findings of longrange dependence in stock returns using R / S analysis have been disputed because this type of analysis might be biased due to the presence of shortterm dependence .

IPO新股询价制对电力行业股票收益率的影响询价制与承销风险实证研究

The influence on stock profit ratio of electric power industry by different IPO systems An Empirical Study on the Relationship between Quotation and Underwriting Risk

近年来许多国外学者通过对汇率、股票收益率、黄金价格等金融市场实证数据的分析，发现了这些数据所具有的另一种重要的非线性特征&多标度分形（Multifractal）特征。

Many recent researches with empirical data have demonstrated that financial data has another important nonlinear feature - multifractal .

其次探讨股票收益率采用的两个模型：传统的资本资产定价模型和多要素套利定价理论，并介绍如何计算股票的VaR；

Secondly we discuss the two models of stock returns rate , CAPM and APT , and then we introduce how to calculate VaR of stock .

本文研究沪深A股市场股票收益率的截面性质，并检验FamaFrench三因素资产定价模型在中国A股市场的适用性。

We study the cross-sectional expected stock returns and test the Fama-French three factors model in A shares of Shanghai and Shenzhen Stock Exchange .

由于本文的收益率分布拟合检验表明我国的股票收益率服从非正态稳定分布，所以在我国股票市场上ES是比VaR更好的风险度量。

Because the distribution of rate of return on China Stock Market is non-normal stable , ES is a better risk measurement than VaR on China Stock Market .

股票收益率呈现出厚尾特性，VaR及其压力测试模型能很好的计量投资组合的尾部收益及风险，因而结合了VaR的方差模型是适合于我国证券投资市场风险计量的有效模型。

VaR and stress testing model can measure this tail risk , therefore , combined with Delta-Method , VaR is the efficient model that can be applied to measure Chinese security portfolio market risk .

基于g-h分布的股票收益率风险价值研究

Study on Value at Risk Calculation of Shanghai Stock Index Returns Based on g-h Distribution

通过对股票收益率进行逐步回归和相关性分析，实证结果表明EVA指标能较好地解释股价波动和衡量公司业绩。

According to the stepwise regression to stock return rate and the correlated analysis , it is proved that the EVA index can well explain the volatility of stock price and evaluate the achievement of companies .

股票收益率的可预测性重点表现在股票价格的惯性效应与反转效应，它们作为股票市场的异常现象与有效市场假说相矛盾，不能用资本资产定价模型（CAPM）和Fama-French三因素模型进行解释。

Stock return predictability is mainly reflected in the momentum effect and contrarian effect , which , as an anomaly in stock market , cannot be explained by CAPM and Fama-French Three Factor Model and are inconsistent with Efficient Market Hypothesis ( EMH ) .

股票收益率的统计分析及其股价预测

Statistical Analysis on the Rate of Stock Return and Price Forecast

组合预测模型及其在股票收益率预测中的应用研究

Research & Application of Combination Forecasting Method on Stock Rate of Return

实际股票收益率与通货膨胀关系研究

A Study of the Relationship between Real Rate of Return and Inflation

涨跌停制度对股票收益率序列相关性的影响

The Effect of Price Limits on the Autocorrelation of the Stock Returns

股票收益率、经济增长与货币政策关系实证研究

Stock Return , Economic Growth and Monetary Policy : An Empirical Anslysis

证券市场股票收益率季节效应的实证研究

An Empirical Study on the Stock Return Seasonal Effect in Security Market

上市公司经济增加值与股票收益率相关性研究

The Relationship Research on Economic Added Value of Company and Stock Return

上市公司业绩预告与股票收益率的经验研究

An Empirical Analysis of Listed Companies'Performance Forecast and Stock Returns

股票收益率对于换手率的影响及其动因

The Impact of Stock 's Return on Its Turnover and the Cause

基于小波聚类方法的股票收益率序列时间模式挖掘

Mining Temporal Patterns of Stock Yield Sequences Based on Wave Cluster Method

非对称拉普拉斯分布在股票收益率中的应用

The Application of Asymmetric Laplace Distribution in Stock Returns

股票收益率的随机波动

Stochastic Fluctuation of the Return Rate of a Stock

上市公司季报公布对股票收益率的影响

The Publication of Quarterly Financial Statement of Listed Company on Stock 's Return