The Study on Momentum Effect and Contrarian Effect of Chinese Stock Market;
我国股票市场“惯性效应”与“反转效应”研究
Based on a panel data of Chinese listed firms during 2000—2007,this paper empirically tests the re- lationship between the investors heterogeneity and return time-series predictability from momentum effect and contrarian effect.
本文以2000至2007年中国A股上市公司为研究样本,以中国股市的动量效应和反转效应为研究切入点,考察机构投资者与个人投资者的信息反应模式及其对股票收益的时间可预测性的影响。
The contrarian effect of Shanghai Stock Exchange A - shares is investigated using a traditional financial index based on 180 A - shares sample data from 1999 to 2003.
基于1999年至2003年“上证”180家上市公司的A股数据,采用传统财务指标研究了“上证”A股市场的反转效应问题。
This article studied the momentum and contrarian in Shanghai A stock market and Shenzhen A stock market using Jegadeesh and Titman method.
采用Jegadeesh等的研究方法,对沪深A股市场惯性效应和反转效应进行了检验和比较。
In the paper,we used the Jegadeesh & Titman research method to explore the relationships between the anormalies of momentum & contrarian in the Shanghai A market and the following five variables: transaction volume,scale,profit ration,BM/PE and price.
采用Jegadeesh和Titman研究方法,分别检验了上海A股市场股票的交易量、规模、市盈率、BE/PE值、价格五因素与市场惯性效应和反转效应之间的关系。
Therefore, the Shanghai and Shenzhen A-share stock markets are not effective market, momentum and contrarian anomalies exist.
我国沪深A股市场经过二十多年的发展,取得了很大成就,但与西方成熟股市相比,沪深A股市场仍存在许多问题,如中小投资者比例高、内幕交易和市场投机严重、金融产品单一及缺乏有效的避险工具等,因此我国沪深A股市场仍处于非有效市场水平,存在股价的惯性效应和反转效应异象。
The results replicated the crossover effect in landmark task as before, and manifested that greyscales have no crossover effect—the length factor have effect on the greyscales task as the landmark task, it only affects the bias magnitude, but not the error direction.
实验1验证了在速示迫选条件下,灰度标尺的长度因素不具有反转效应(crossover effect),虽然影响伪忽视的程度但是不改变其方向。
Two of the most typical anomalies are the Momentum Effect and Reversal Effect.
动量效应和反转效应就是比较典型的异象。
This paper adopted the data of A Shares from 1994 to 2003 in Shanghai Securities Exchange to test the "reversal effect" and the "momentum effect".
国外证券市场普遍存在反转效应和惯性效应,而国内证券市场是否存在这两种现象目前尚无定论。
The inversion effect of human face cognition has been reported in many studies.
面孔认知的反转效应已经得到了很多研究的证实。
However,different theories have different opinions about the inversion effect of featural information.
结构信息和特征信息的研究是近年来人脸认知的热点,特征信息是否存在反转效应不同的理论对此有不同的看法。
Using the spontaneous domains backswitching and domain side-grown effects,we can explain the mechanism of the submicron domains evolution.
基于畴背向反转效应 ,利用外加短脉冲极化电场 ,通过对脉冲宽度、脉冲间隔以及脉冲个数的有效控制 ,在掺5mol%镁的铌酸锂晶体上得到周期为 1 7μm的均匀亚微米畴结构 ,其纵向深度为 30— 5 0 μm 。
Research on Momentum and Contrarian Effects in Shanghai & Shenzhen A-Share Stock Markets;
沪深A股市场惯性效应和反转效应研究
The Study on Momentum Effect and Contrarian Effect of Chinese Stock Market;
我国股票市场“惯性效应”与“反转效应”研究
The Momentum and Contrarian in Shanghai A Stock Market and Shenzhen A Stock Market;
沪深A股市场惯性效应与反转效应的比较分析
An Theoretical and Empirical Study on the Stock Price Momentum and Contraria
动量效应和反转效应的理论及实证研究
Empirical Study of Short-term Momentum and Contrarian in Shanghai Stock Exchange;
沪市股票的惯性与反转效应实证研究
The Research of Momentum and Contrarian Effects in China's A-share Stock Markets
中国A股股票市场惯性与反转效应研究
On Momentum Effect in Stock Market with Limited Rational Investor
有限理性股市中的惯性及反转效应研究
The Empirical Analysis of CIS/MTS and Performance on China's Closed Funds
我国封闭式基金动量反转效应实证研究
Study on the Causes and Performance of Momentum Effect and Reversal Effect of a Shares in Shanghai Stock Market
动量效应和反转效应的形成机制及其在沪市A股市场的表现研究
RESPONSE-RESPONSE COMPATIBILITY DURING TASK SWITCHING;
任务转换中的反应—反应相容性效应
The Age Differences of Stroop and Reverse Stroop Effect;
不同年龄阶段Stroop效应及反转Stroop效应的特点
A Research on the Functional Mechanism of the Simon Effect and Its Reversal;
Simon效应及其反转现象作用机制的研究
Short-Term Price Contrarian and Volume Effect in China s Stock Market;
中国股市短期收益反转及成交量效应
TYPICAL AND REVERSED STROOP EFFECT: UNCONSCIOUS AND CONSCIOUS PERCEPTION;
STROOP效应及其反转:无意识和意识知觉
The Effect of Support on Two-Step Conversion of Methane Over Supported Platinum Catalysts;
甲烷两步转化反应中负载Pt催化剂的载体效应
Mix Effect Model on the Relationship Between Steering Velocity and Physiology
驾驶员转向行为与生理反应的混合效应模型
Study on Reaction Mechanisms and Numerical Simulation of Three-Way Catalytic Converter;
三效催化转化器反应机理研究及数值模拟
Control Efficiency Analysis of Rotational Passive Tuned Mass Dampers on Earthquake Responses of High-rise Structures;
转动PTMD对高层结构地震反应的控制效果分析