本文關鍵詞：基于投資者異質性信念的證券定價模型——對我國股票市場價格的實證檢驗，由筆耕文化傳播整理發(fā)布。

 在分類學科中查詢

所有學科

證券

金融

工業(yè)經(jīng)濟

投資

市場研究與信息

數(shù)學

宏觀經(jīng)濟管理與可持續(xù)發(fā)展

經(jīng)濟理論及經(jīng)濟思想史

礦業(yè)工程

    Positive Research on the Behavior of Stock Market Prices

    股票市場價格行為的實證研究

    Then we calculate out the theoretic price range of 22 trading days from 2004-1-5 to 2004-2-16 about several products by European option pricing model, and we compare the theoretic prices with the market prices.

    接著選擇了美元與日元、美元與歐元幣種組合的兩得寶和期權寶，利用歐式外匯期權定價模型計算出2004年1月5日到2004年2月16日間22個交易日不同產(chǎn)品的理論價格區(qū)間范圍，并將理論價格與市場價格作了比較；

短句來源

    Pricing Model Based on Heterogeneity Beliefs——An Empirical Study on China's Stock Market Prices

    基于投資者異質性信念的證券定價模型——對我國股票市場價格的實證檢驗

短句來源

    An investigation of the pricing of 19 convertible bonds on the China convertible bond market using daily market prices for a period from the corresponding listed date to 12 Dec. 2003 is implemented.

    通過對我國市場上19只可轉換債券自發(fā)行日至2003年12月12日之間價值的數(shù)值模擬,發(fā)現(xiàn)市場價格比模型理論值平均偏低11.66%。

短句來源

    There is plenty of information included in the stock market prices, and the stock market prices are concerned with many aspects of the working of the stock market.

    股票市場價格含有大量豐富的信息,股市價格行為涉及到股票市場運行的方方面面。 在對相關金融理論分析的基礎之上,本文主要對中國股價行為的主要典型事實進行經(jīng)驗研究,并對股價決定發(fā)現(xiàn)機制和理論進行經(jīng)驗檢驗,包括8章內(nèi)容:

短句來源

更多       

    Positive Research on the Behavior of Stock Market Prices

    股票市場價格行為的實證研究

    Then we calculate out the theoretic price range of 22 trading days from 2004-1-5 to 2004-2-16 about several products by European option pricing model, and we compare the theoretic prices with the market prices.

    接著選擇了美元與日元、美元與歐元幣種組合的兩得寶和期權寶，利用歐式外匯期權定價模型計算出2004年1月5日到2004年2月16日間22個交易日不同產(chǎn)品的理論價格區(qū)間范圍，并將理論價格與市場價格作了比較；

短句來源

    Pricing Model Based on Heterogeneity Beliefs——An Empirical Study on China's Stock Market Prices

    基于投資者異質性信念的證券定價模型——對我國股票市場價格的實證檢驗

短句來源

    An investigation of the pricing of 19 convertible bonds on the China convertible bond market using daily market prices for a period from the corresponding listed date to 12 Dec. 2003 is implemented.

    通過對我國市場上19只可轉換債券自發(fā)行日至2003年12月12日之間價值的數(shù)值模擬,發(fā)現(xiàn)市場價格比模型理論值平均偏低11.66%。

短句來源

    There is plenty of information included in the stock market prices, and the stock market prices are concerned with many aspects of the working of the stock market.

    股票市場價格含有大量豐富的信息,股市價格行為涉及到股票市場運行的方方面面。 在對相關金融理論分析的基礎之上,本文主要對中國股價行為的主要典型事實進行經(jīng)驗研究,并對股價決定發(fā)現(xiàn)機制和理論進行經(jīng)驗檢驗,包括8章內(nèi)容:

短句來源

更多       

    If the fractal market hypothesis holds true in Chinese stock market, themovement of market prices will show chaotic and fractal properties.

    如果股市符合分形市場假說,那么股市價格運動應表現(xiàn)出混沌與分形的特征。

短句來源

    The nature and behavior of stock market prices have been and continue to be of interest to academicians, market regulators and practitioners.

    無論是學術界、監(jiān)管層,還是實際從業(yè)人員,都一直對資本市場股價行為及其本質特征饒有興趣。

短句來源

    At present, all the funds in China areof close-end securities inveStment funds, whose market prices in secondary marketare either of discount or premium compared with their net asset values.

    目前，，我國的證券投資基金都是封閉式證券投資基金，其在二級市場上的買賣價格與基金凈值相比，存在著折價與溢價并存的局面。

短句來源

    Now4days, fundswith sizes larger than l billion yUan all suffer from severe discount in market prices,averaging over 20% in discount rate.

    目前規(guī)模超過10億元的基金，全部處于大比例折價交易狀態(tài)，平均折價率高達20%以上。

短句來源

    Contrny to this, for those funds with capital of500 Mil1ion yUan or less, the market prices generally enjoy premium and meanpremium rate is nearly 20%.

    而與這些基金表現(xiàn)相反的是，規(guī)模等于或小于5億元的基金卻都呈現(xiàn)大比例溢價現(xiàn)象，平均溢價率近20%。

短句來源

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  market prices

International food policy simulation model (IFPSIM) is also embedded into GIS for the predictions of how crop demands and crop market prices will change under alternative policy scenarios.

The influence of news and actions of various market participants (fundamentalists, chartists, insiders) on the change of market prices is studied.

Fundamental framework for "technical analysis" of market prices

In this context, bubbles are interpreted as low or critical temperature phases, where the imitation strength carries market prices up essentially independently of fundamentals.

Assuming a geometric Brownian motion for forecasting process, we model mispricing as a specific noise component in the dynamics of futures market prices, based on which the optimal hedging strategy is calculated.

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The writers discuss the definiteness as well as the indefiniteness of speculation value and its relations with the inner value, the market prices and risks, and then explore the sources of speculation profit.

股票投機價值由股票特有的預期性和虛擬性以及由此而發(fā)生的股市供求關系的盲目性等屬性所決定,并由股票內(nèi)在價值和市場供求狀況的合力形成。文章在確定股票投機價值內(nèi)涵的基礎上,進一步討論了投機價值的確定性和不確定性以及它與內(nèi)在價值、市場價格和風險的關系,并界定了投機利潤的來源。

The paper presents a concept of security assets' holding_value, which can be used to measure the gain potentiality of a given security which in a given time_range. The studies of security market theory indicate that the wave of market price has its own law. In the case of the present market, the valuation of the holding_value must combine the basic analysis with the technique analysis, in accordance with the strategy changes of the game. The factors that affect the holding_value are analyzed,...

The paper presents a concept of security assets' holding_value, which can be used to measure the gain potentiality of a given security which in a given time_range. The studies of security market theory indicate that the wave of market price has its own law. In the case of the present market, the valuation of the holding_value must combine the basic analysis with the technique analysis, in accordance with the strategy changes of the game. The factors that affect the holding_value are analyzed, the method and evaluation model is given.

文中提出,某段時間內(nèi)證券資產(chǎn)的持有價值包含投資價值和投機價值,它可以用這段時間內(nèi)所持有證券的凈增值潛力來衡量.證券市場理論研究表明,市場價格的波動不可避免.在現(xiàn)行股票市場上評估持有價值要將基本分析與技術分析相結合,并且依市場博弈策略的改變而各有側重.文中分析了證券持有價值的影響因素,提出了評估模型和方法

This pqper set up a modeling about shars market price average,suggest the concept of stock market energy,come to a function of stock market entropy,moake a factor analysis to stock market composite price index,discuss the reason about rise and drop of the index.

本文建立了股票市場價格的一種平均值模型——股票宏觀市場價格 ,提出了股票市場能量概念 ,得到了股票市場熵 (或負熵 )的函數(shù) ,對股票市場綜合價格指數(shù)進行了因素分析 ,討論了股票市場綜合價格指數(shù)的上揚與下跌甚至暴漲暴跌的原因及對股市的宏觀監(jiān)控問題

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  本文關鍵詞：基于投資者異質性信念的證券定價模型——對我國股票市場價格的實證檢驗，由筆耕文化傳播整理發(fā)布。