標(biāo)題: Titlebook: Volume and the Nonlinear Dynamics of Stock Returns; Chiente Hsu Book 1998 Springer-Verlag Berlin Heidelberg 1998 Aktienmarkt.Aktienrendite [打印本頁] 作者: Coronary-Artery 時(shí)間: 2025-3-21 19:13
書目名稱Volume and the Nonlinear Dynamics of Stock Returns影響因子(影響力)
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書目名稱Volume and the Nonlinear Dynamics of Stock Returns讀者反饋學(xué)科排名
作者: 豪華 時(shí)間: 2025-3-21 22:16 作者: 排他 時(shí)間: 2025-3-22 02:51 作者: BRAWL 時(shí)間: 2025-3-22 05:54 作者: 壯觀的游行 時(shí)間: 2025-3-22 12:13
Volume and the Nonlinear Dynamics of Stock Returns978-3-642-45765-4Series ISSN 0075-8442 Series E-ISSN 2196-9957 作者: Cholagogue 時(shí)間: 2025-3-22 15:37
en. Mit Entwicklung neuerer elektrophysiologischer Methoden, insbesondere der Elektromyographie durch . und seine Schule sowie durch den Arbeitskreis um .-. in Amerika, konnten wesentliche, für die Klinik der Muskel- und peripheren Nervenerkrankungen bezüglich ihrer Pathogenese und ihres Verlaufes w作者: patella 時(shí)間: 2025-3-22 20:43
Chiente Hsuff auch Tuberkelbazillen durch Bestrahlung mit Mesothor abt?ten. Auch gro?e Dosen von Radiumemanation verm?gen nach den Untersuchungen von Jansen Prodigiosuskulturen abzut?ten, kleinere Dosen sie im Wachstum zu hemmen. Sehr bemerkenswert sind die Angaben von Sereni und von Tizzoni und Bongiovani, vo作者: NATTY 時(shí)間: 2025-3-23 00:03 作者: 嚙齒動(dòng)物 時(shí)間: 2025-3-23 04:46
Chiente Hsundesten in fahrl?ssiger Weise dem leidenden Publikum dieses oder jenes Mittel anpreist; ich beziehe mich hier nur auf die Autoren, die derartigen Bestrebungen fernstehen und durch ganz andere Umst?nde über die Brauchbarkeit ihrer Methode get?uscht werden.作者: INTER 時(shí)間: 2025-3-23 08:35 作者: Cholecystokinin 時(shí)間: 2025-3-23 09:57 作者: 小平面 時(shí)間: 2025-3-23 15:00 作者: cliche 時(shí)間: 2025-3-23 19:56 作者: 阻礙 時(shí)間: 2025-3-23 22:21
Book 1998he Martigale Model of Stock Prices 8 2. 1. 2 Lucas‘ Consumption Based Asset Pricing Model 9 2. 2 Econometric Tests of the Efficient Market Hypothesis 13 2. 2. 1 Autocorrelation Based Tests 14 16 2. 2. 2 Volatility Tests Time-Varying Expected Returns 25 2. 2. 3 3 The Informational Role of Volume 29 3作者: 晚間 時(shí)間: 2025-3-24 04:48 作者: ZEST 時(shí)間: 2025-3-24 10:15 作者: 擴(kuò)張 時(shí)間: 2025-3-24 11:07 作者: Insulin 時(shí)間: 2025-3-24 17:13
Chiente Hsuuerst starke Hemmung des Pilzwachstums beobachtet, als er ein in ein Glasr?hrchen eingeschmolzenes Radiumpr?parat auf Pilzkulturen einwirken lie?. In diesen Versuchen waren also die .-Strahlen abgeblendet. Dautwitz sah Hemmung des Wachstums verschiedener Schimmelpilze (Aspergillus niger ochraceus, P作者: 窒息 時(shí)間: 2025-3-24 19:28 作者: Substance-Abuse 時(shí)間: 2025-3-25 00:19 作者: agglomerate 時(shí)間: 2025-3-25 05:14 作者: idiopathic 時(shí)間: 2025-3-25 09:29
Introduction,s. Models of competitive equilibrium imply that marginal revenue from an activity equals its marginal cost. As the cost of reproduction of publicly available information is zero, the expected returns should also amount to zero. The knowledge that a certain firm will do well in the future does not im作者: 向前變橢圓 時(shí)間: 2025-3-25 11:53
Efficient Stock Markets,any test of market efficiency is in fact a joint test of several hypotheses, i. e., tests of the efficient market hypothesis in the stock market are necessarily joint tests of an equilibrium model of expected returns and of rational processing of available information by investors. One specifies a m作者: 嗎啡 時(shí)間: 2025-3-25 17:39
The Informational Role of Volume, be extracted on the fundamentals driving returns. If stock markets are informationally efficient in that the current price incorporates all information, we would not expect to observe any causal relationship at all between volume and stock prices. In conventional models of asset prices, such as in 作者: 來自于 時(shí)間: 2025-3-25 23:47
Volume and Volatility of Stock Returns,n volatility of stock returns and trading volume (Tauchen and Pitts [73], Gallant, Rossi and Tauchen, [32]). The other strand focuses on the relation between volume and the serial correlation of stock returns.作者: AIL 時(shí)間: 2025-3-26 01:30 作者: 凹處 時(shí)間: 2025-3-26 05:57
Testing the Structural Model,trading volume. We use the Efficient Method of Moment (EMM) estimator proposed by Bansal, Gallant, Hussey and Tauchen [5] and Gallant and Tauchen [34] to address this question. The EMM estimator provides a systematic way of developing moment conditions for estimation by simulation: It uses the score作者: blackout 時(shí)間: 2025-3-26 08:59 作者: 碎片 時(shí)間: 2025-3-26 15:00 作者: 解凍 時(shí)間: 2025-3-26 20:45
0075-8442 et pricing model with rational agents which can. explain the relation between volume, volatility and persistence of stock return documented in empirical literature. Most part of the manuscript is taken from my thesis. I wish to express my deep appreciation to Peter Kugler and Benedikt Poetscher, my 作者: 細(xì)菌等 時(shí)間: 2025-3-27 00:14
Testing the Structural Model, to address this question. The EMM estimator provides a systematic way of developing moment conditions for estimation by simulation: It uses the score function of an auxiliary model, called the score generator, to define a criterion function for the Generalized Method of Moments (GMM) estimation (Hansen [39]).作者: 改進(jìn) 時(shí)間: 2025-3-27 04:10
Efficient Stock Markets,ed returns on assets conform to the expected values predicted by the model.. If the hypothesis of efficiency is rejected, it could be because the market is inefficient or because an incorrect equilibrium model has been assumed.作者: 出來 時(shí)間: 2025-3-27 06:05
Introduction,ply that its stock should be bought now, since the price of this firm’s stock will be bid to the point where no extra capital gain on the stock will occur when the high earnings actually materialize. In his classic survey, Fama [22] defined an efficient stock market as one in which stock prices “fully reflect” all available information.作者: 可以任性 時(shí)間: 2025-3-27 12:44 作者: jealousy 時(shí)間: 2025-3-27 13:47 作者: Detonate 時(shí)間: 2025-3-27 21:03 作者: 魔鬼在游行 時(shí)間: 2025-3-28 01:42
Advances in Mechanical Engineering and Mechanics IISelected Papers from作者: 獨(dú)行者 時(shí)間: 2025-3-28 05:28
f donors and the collection of whole blood and blood components, such as the psychology of the motivation of donors, are also germane, as are legal and ethical questions associated with the collection and the clinical use of blood products.作者: Kidney-Failure 時(shí)間: 2025-3-28 08:43
