The Effectiveness of Price Limits on the Futures Price Discovery Process and Volatility: An Empirical Analysis in Shanghai Futures Exchange;
涨跌停板制度对期货市场价格发现过程及波动性的影响——基于上海期货交易所的实证研究
In the final,the paper carries out a emprical analysis of daily stock return volatilties in Shanghai stock market to figure out the effects of price limits posed on daily price of stocks listed in Shang.
通过对金融资产时间序列数据特点的分析,指出GARCH模型在描述金融资产时序数据的局限,尝试用随机波动模型刻画股票收益的波动规律,采用GMM方法估计模型参数,并以上海证券交易所综合指数日收益率数据为样本,对沪市指数收益波动进行实证研究,探讨涨跌停板制度对股市波动的作用。
An Empirical Study on Overreaction, Price Limit and Liquidityin the Natural Rubber Futures Market;
上海天胶期市的过度反应、涨跌停板与流动性的实证研究
16, 1996, price limits policy has been adopted in our country s stock markets in order to reduce the volatility and stabilize the markets.
涨跌停板制度是最主要的股票市场稳定措施之一,其主要作用是抑制过度波动,稳定市场。
Microscopic Simulation Research into the Ideal Price Limit on Stock Market;
股票市场涨跌停板设置的微模拟研究
The Research on Effects of Price Limits and the Setting of Price Moving Bound in SHFE;
上海期货市场涨跌停板效应及其幅度设定研究
Analysis and suggestion on the price limitation strategy of chinese stock market;
中国股市涨跌停板制度的实证分析及政策建议
The Effect of Price Limits on Investors behavior in China Stock Market;
中国股市涨跌停板对投资者交易行为的影响
Evidence for China Stock Market: Changing Volatility under A Price Limit Regime;
涨跌停板制度下中国A、B股市场波动的动态变化
The Research on the Effects of Price Limit Rule on Chinese A-Share Market
涨跌停板制度对中国A股市场影响的研究
Effect of Price Limits on Interday Price Fluctuation and Investors Behavior:Evidence from Shanghai A-share Market;
涨跌停板制度对上海股市日内价格变动和投资者行为的影响
An Empirical Study on the Effects of Price Limits to the Volatility in SHFE;
上海期货交易所的涨跌停板制度对波动性的影响
The Simulated Generalized Method of Moment of the SV Model--The Efficiency of the Price Limits Policies;
SV模型的模拟GMM方法——兼论涨跌停板制度的有效性
An Empirical Study on Overreaction, Price Limit and Liquidityin the Natural Rubber Futures Market;
上海天胶期市的过度反应、涨跌停板与流动性的实证研究
VAR Model and Volatility Analysis:An Empirical Study to Shanghai and Shenzhen Stock Market in Price Limits System
涨跌停板制度下沪深股市向量自回归模型及波动性的协整分析
Abstract: This paper studies the limits on China securities market by analytical comparison.
本篇论文利用对比分析的方法讨论了实行涨跌停板对我国证券市场的影响。
Future market rising and falling limitation system efficiency problem research--Dalian city soybean No. 1 future market s experience evidence;
期货市场涨跌停板制度效率问题研究——大连黄大豆1号期货市场的经验证据
"The price went up one dollar yesterday, and today it almost reached the limit: it's just incredible!
“昨天涨上了一元,今天又几乎涨停板;
The Effect of Price Limits on the Autocorrelation of the Stock Returns
涨跌停制度对股票收益率序列相关性的影响
"Oh! Up and then down again, eh?
“哦,——涨上了又跌么
The market fell (rose).
行情下跌(上涨了)。
Estimation of Time-varying Betas under Price Limits and the Systematic Risk of Chinese Stock Market;
涨跌停制度下时间变动Beta的估计——兼对中国股市系统风险的分析
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