本文關(guān)鍵詞：股票市盈率水平的決定因素——上海證券交易所的數(shù)據(jù)驗證，由筆耕文化傳播整理發(fā)布。

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數(shù)學

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上海證券交易所

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

    上海證券交易所A股市場的波動性分析

短句來源

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

    本文選取在上海證券交易所和深圳證券交易所上市的24家申請反傾銷調(diào)查的公司為研究樣本,對其在商務(wù)部反傾銷調(diào)查立案當年及其前后是否采取了盈余管理行為進行了實證檢驗。

短句來源

    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.

    中國的證券市場，特別是股票市場，以1990年12月上海證券交易所與1991年4月深圳證券交易所營業(yè)為標志，短短數(shù)年間已經(jīng)得到了迅速的發(fā)展。

短句來源

    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.

    本研究闡述了信用風險的涵義、信用風險理論和信用風險計量模型,并運用構(gòu)建簡化信用模型的方法,根據(jù)2004年9月30日上海證券交易所的債券數(shù)據(jù),估計了上海證券交易所上市交易的企業(yè)債券違約概率。

短句來源

    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過檢驗上海證券交易所2003年上市新股首次股利公告期是否存在顯著不為零的超常收益,如果存在超常收益,這種超常收益有多少是來自于股利,影響超常收益的因素有哪些等三個步驟來試圖說明公司的股利政策是否對公司的價值有影響。

短句來源

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

    上海證券交易所A股市場的波動性分析

短句來源

    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.

    本論文利用ARCH族模型以及多元統(tǒng)計基本理論,以1996-2005年近十年的上海證券交易所指數(shù)的收盤價作為觀察對象,分析了上證指數(shù)的非線性動態(tài)結(jié)構(gòu),并且通過對ARCH模型的標準化殘差進行BDS檢驗以及比較模型的均方根誤差,得出最優(yōu)的擬合模型。

短句來源

    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.

    實證結(jié)果表明所有的單因子短期利率模型都不能很好地描述中國上海證券交易所債券市場上的短期利率變化,CKLS模型是它們中表現(xiàn)最好的單因子利率模型.

短句來源

    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家上海證券交易所A股上市公司2003年的橫截面數(shù)據(jù)為觀察值,從制度和技術(shù)兩個層面實證分析了現(xiàn)金股利政策的影響因素,分別考察了股權(quán)結(jié)構(gòu)和組織特征對現(xiàn)金股利支付率的解釋力。

短句來源

    On Factors Influencing Stock P/E Ratio

    股票市盈率水平的決定因素——上海證券交易所的數(shù)據(jù)驗證

短句來源

    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.

    以上海證券交易所廣電電子股票的數(shù)據(jù)作了實證分析,結(jié)果發(fā)現(xiàn)以甚高頻數(shù)據(jù)計算的價格波動度大多的情況下,5、10、20、30分鐘采樣數(shù)據(jù)計算的波動度更大,小的情況下5、10、20、30分鐘計算的更小。

短句來源

    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.

    本文通過對上海證券交易所上市A股數(shù)據(jù)的分析,通過設(shè)置虛擬變量,采用一般線性模型回歸法檢驗證明了Edward M. Miller(1977)對于在限制賣空情況下,股票價格被高估程度與投資者觀點分散程度之間存在正相關(guān)關(guān)系的理論。

短句來源

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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.

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  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.

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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.

作為基礎(chǔ)數(shù)學在經(jīng)濟運動規(guī)律分析預(yù)測方面的應(yīng)用，將 Ｍ ａｒｋｏｖ 過程理論，應(yīng)用于股票交易市場，對股價綜合指數(shù)的漲（跌）幅度，，進行狀態(tài)分類，建立起對市場運行周期、穩(wěn)態(tài)概率、穩(wěn)定程度、投資利潤等的分析預(yù)測模型，并利用這一模型對上海證券交易所股價綜合的部分歷史數(shù)據(jù)作了相應(yīng)的分析，得到了較為理想的結(jié)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.

本文給出了一個求解ｌｏｇ－最優(yōu)組合投資問題的自適應(yīng)算法，它是一個變型的隨機逼近方法．該問題是一個約束優(yōu)化問題，因此，采用基于約束流形的梯度上升方向替代常規(guī)梯度上升方向．在一些合理的假設(shè)下證明了算法的收斂性并進行了浙近穩(wěn)定性分析．最后，本文將該算法應(yīng)用于上海證券交易所提供的實際數(shù)據(jù)的ｌｏｇ－最優(yōu)組合投資問題求解，獲得了理想的數(shù)值模擬結(jié)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.

運用 Markov過程理論 ,對股票交易市場的股價綜合指數(shù)進行狀態(tài)分類 ,建立了市場的綜合指數(shù)和股價波動、穩(wěn)態(tài)概率的分析預(yù)測模型。提出了股票綜合指數(shù)的特征值分析法 ,并利用這一模型對上海證券交易所股份綜合指數(shù)的部分歷史數(shù)據(jù)進行了相應(yīng)的實證分析 ,獲得了滿意的結(jié)果。

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  本文關(guān)鍵詞：股票市盈率水平的決定因素——上海證券交易所的數(shù)據(jù)驗證，由筆耕文化傳播整理發(fā)布。