中国股票

基于中国股票市场数据的VaR与ES方法精确比较实证研究

Empirical Studies of Var and ES Models Precision Based on China Stock Market

中国股票市场极高的IPO效率扭曲程度的存在，已经影响到了其各种功能的正常发挥。

The existence of the high IPO efficiency distortion of the China stock market has already influenced its normal full play of different functions .

中国股票市场IPO抑价实证研究

An Empirical Research on IPO Underpricing in China 's Share Security Market

IPO的抑价现象与股票市场有效性假设相矛盾，特别是中国股票市场IPO抑价程度相对高，已经影响到股票市场的健康发展和资源的有效配置。

Moreover , higher degree of underpricing in China has affected development of its stock market .

新股发行分配中的承销商作用、机构利益和股权结构影响了中国股票市场的IPO抑价；

Underwriters ' functions , institutional interests and equity structure in the IPO allocation influenced the IPO underpricing of China ;

中国股票投资者个股投资风险SD模拟机构投资者是当今资本市场一个比较活跃的市场主体。

The SD Simulation on Investing Single Stock Risks of Chinese Investor ; Institutional investors is a active group in modem capital market .

沪深两市股票指数收益率分布特征的实证研究&用MATLAB软件实现对中国股票市场数据的检验

Empirical research on the nonlinear testing and distributions of the Hu Shen City 's general index rate of return Implementation with Matlab of testing on the data of China stock market

本文利用中国股票市场的48只具有代表性的股票，对股票日收益的GARCH效应进行了实证研究。

In this paper , we study the GARCH effects in daily stock return and the relationship between daily trading volume and volatility .

上周晚些时候，我们的HedgeyeVirtualPortfolio对中国股票进行了建仓，这是自去年9月末我们结清中国股票多头仓位以来的首次。

Late last week , we opened a position in Chinese equities within the hedgeye virtual portfolio for the first time since closing a long position in late September of last year .

作为香港西京投资管理公司（atlantisinvestmentmanagement）的董事长，刘央表示：“我对中国股票完全看涨，市场不会朝其它的方向发展，只可能上涨。”

Ms Liu , chairman of Atlantis investment management , which has $ 2bn invested in Chinese stocks , says : " I am a complete bull on Chinese equities , there is nowhere for the market to go but up from here . "

利用三种GARCH-M模型实证分析了中国股票市场不同发展阶段波动的非对称性特征。

Using three kinds of models of GARCH-M , this paper investigates asymmetric volatility of China stock market .

本文运用ARDL模型进行实证研究，试图说明汇率是否对中国股票市场中以不同货币定价和交易的股票的价格产生不同影响。

This paper investigates the interrelations between exchange rates and stock market performances in China .

基于混合分布假定（MDH），研究了中国股票市场信息流、回报的波动性和交易量之间动态关系。

The dynamic relations of the information flow , return volatility and trade volume in Chinese stock market is investigated based on the Mixture distribution hypothesis .

另外，中国股票市场符合国际上研究量价关系的混合分布假说（MDH）理论，交易最所替代的信息流是引起股市波动的根源。

Finally , consistent with the theory of mixture distribution hypothesis ( MDH ), the information flow that volume substitutes is indeed the cause of price volatility .

通过Wind金融资讯系统获取上市公司丰富的信息资源，依据上市公司股价的信息，采用多元GARCH&M模型对上市公司股票回报的波动率进行估计，运用违约风险预警模型获得中国股票市场上市公司的违约概率；

According to information about stock price of listed company from Wind consultative system , volatility of stock return of listed company can be estimated through multivariate GARCH & M model , so the default probability of listed company can be attained by employing the evaluating model in this paper .

通过对上海和深圳股票市场在分析法、历史模拟法和稳定分布三种模型下的VaR的返回检验，结果表明稳定分布下VaR模型能够较好的度量中国股票市场风险。

Through the backing test of Shanghai and Shenzhen stock market under the three model of analytical method , historical simulation method and stable distribution , the result shows the VaR model can measure the risk of stock market in China .

他表示，由于卖空中国股票存在阻碍、亚太地区又缺乏交易所交易基金（ETF）所补充的流动性，在新兴市场开展另类投资很难。

It is difficult to do alternatives in emerging markets , he says , with barriers to shorting Chinese stocks , and a lack of exchange traded fund-fuelled liquidity across the region .

采用1996年1月至2002年8月之间的月宏观经济数据与股指为样本，运用VAR方法来研究中国股票市场受宏观经济信息影响的程度。

This paper uses monthly macroeconomic data and stock market indices from January 1996 to August 2002 , and adopts vector autoregression method to study the fraction of the variation in stock returns that can be attributed to various types of macroeconomic news .

结合GARCH模型，构建了具有尾部变结构特性的RS-Copula-GARCH模型，并将其用于中国股票市场非对称尾部相关结构的研究。

By the Combination of GARCH model with RS-Copula function , RS-Copula-GARCH model is constructed to study asymmetric tail dependence structure in Chinese stock markets .

汇率对中国股票市场的影响是否存在：从自回归分布滞后模型（ARDL-ecm）得到的证明

Do the Exchange Rates Matter for Chinese Stock Market : Evidence from ARDL-ecm Estimation

汇丰中国股票策略主管孙瑜（StevenSun）在揭幕式开始前作报告时说，这将提升股市的规模和联系，还将在整体上提高市场的效率以及中国金融体系的稳健性。

This should increase the scale and relevance of these markets and also improve market efficiency and the robustness of China 's financial system in general , HSBC analyst Steven Sun , head of China equity strategy , said in a report leading up to the unveiling .

为了说明我们提出的检验统计量的使用效果，我们用SD检验统计量，对不同类型的投资者就传统股票、科技股票和中国股票市场在互联网泡沫及次贷危机前后进行了相应投资偏好的研究。

To illustrate the use-fulness of our proposed statistics , we use the SD test statistics to study the preferences of investors with the corresponding S-shaped and reverse S-shaped utility functions vis-a-vis returns of traditional stocks and Internet stocks before and after the Internet bubble and subprime crisis .

采用动态随机波动性模型实证研究了中国股票市场的波动性.通过基于马尔可夫链蒙特卡罗（MCMC）模拟的贝叶斯分析方法，较好地估计了随机波动性模型中的参数与波动性序列。

The volatility of Chinese stock market is investigated using the dynamic version of stochastic volatility model , and Bayesian analysis based on MCMC is introduced to improve the parameters estimation in stochastic volatility model .

的确，以历史标准来衡量，中国股票的估值水平并不高。根据彭博社（Bloomberg）的数据，上证综指本财年的预期市盈率不过16倍，较过去5年的平均水平低了20%。

Indeed , equity valuations are not expensive by historical standards , with the Shanghai Composite trading at 16 times forecast earnings for the current financial year , according to Bloomberg data , or a 20 per cent discount to its average over the past five years .

针对中国股票市场波动幅度大的特征，文章运用股指期货对上证50ETF和深证100ETF进行了套期保值实证研究。

Aiming at the characteristics of China stock market fluctuations ' varying within wide limits , this paper takes Shanghai 50 ETF and Shenzhen 100 ETF for the hedge empirical study with the stock index futures .

局部战争条件下中国股票市场的安全性研究

Stock Market Security Study in China in View of Regional Conflict

中国股票市场分割与价格行为

The Market Segmentation and Stock Prices in China 's Stock Market

中国股票市场价格波动的理论与实证研究

Theoretical Study of China 's Stock Market Price Volatility with Applications

当然，此时买入中国股票并未全无风险。

Buying China here is certainly not without risk , however .

中国股票市场的三因子时变风险溢价模型研究

Three-Factor Model With Time-Varying and Risk Premium in Chinese Stock Market