weak form of efficiency 中文意思是什麼
weak form of efficiency
解釋
弱有效性- weak : adj 1 柔弱的；虛弱的，有病的。2 無力的，軟弱的；（根據等）不充分的，薄弱的。3 不中用的；愚鈍的；...
- form : n 1 形態；形狀；樣子，外貌；【哲學】形式 （opp content）。2 人影，物影。3 格式；表格紙 （＝ 〈美...
- of : OF ＝Old French 古法語。
- efficiency : n. 1. 功效。2. 效率；效能；實力，能力。3. 【物理學】性能。
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In the last part, simultaneously analyzed three types of weak - form market efficiency tests - auto regression, run tests and variance ratio test for various data frequencies, perform the tests on both the shanghai and shenzhen markets for a period of more than six years
第三章中，本文運用自回歸、遊程檢驗和方差比檢驗三種模型分別對我國上海股票市場和深圳股票市場的弱式有效性進行分析。 -
After that, made is positive analysis in our shenzhen security market of the basic hypothesis prerequisite of markowitz model and it ' s a series of expanding models, that is, " security market is efficient ", getting a conclusion that it is the efficiency of the weak form, and further more, it is gotten that three factors apt model is on the whole suitable in our country through the positive study of shanghai - shenzhen security market
然後，針對markowitz模型及其系列拓展模型的根本假設前提，即「證券市場是有效的」 ，在我國深圳市場上進行了實證分析，得出了弱有效性的結論，進而通過我國滬深股市的實證研究，得出3因子apt模型在我國基本適用。 -
Then based on the practical test technique of emt, it checks up whether chinese securities market is at weak - form - market phase by analyzing that whether the price is random whether the yield can be forecasted by the characters of company, whether the information lingeringly or overly reacts and whether the technical analysis is efficient. the result expresses that the securities market has not reach weak - form - market, it still has low efficiency
接著根據證券市場效率理論的實證檢驗方法，通過價格是否隨機性、是否可用公司特徵來預測收益率、信息是否存在延遲與過度反應、技術分析是否有效等檢驗方法對我國證券市場是否處於弱式有效階段進行實證檢驗，結果表明我國的證券市場尚未達到弱式有效，依然處于低效率之中。 -
This thesis discusses the theory and function of executive stock option and also the difficulties of actualizing it. it proposes a new method to solve the problem of actualizing executive stock option in the capital market of weak - form efficiency in china, that is index asia option
本文論述了經營者股票期權的原理與功能以及在我國實施的難點，針對我國現狀，提出了用指數化亞式期權來解決我國資本市場弱有效性對實行股票期權制的影響問題。 -
In the capital market efficiency theory, this thesis introduces efficient market theory and its form, the meaning of efficient market theory to setting down investment tactic. the efficient market theory has three forms, weak efficient market, half strong efficient m
在非參數研究部分，根據各封閉式基金的公開資料，主要是招股說明書，基金契約以及各基金公布的投資組合，按基金上市的時間為序列，對基金的投資策略按投資管理流程進行歸類。 -
There are three form of efficient market in efficient market hypothesis : weak - form efficiency market, semi - strong efficiency market and strong efficiency market
有效市場假說中把有效市場分為三個層次，即弱式有效市場、半強式有效市場和強式有效市場。 -
The following are the main conclusions of this dissertation. firstly, the obvious stock price fluctuation, the increasing trading volume around the period of the rename of the stock and an unduly quick overreaction to the rename announcement in market indicate that our stock market acts counter to the hypothesis of weak - form efficiency and semi - strong - form efficiency. secondly, the analysis of three events with different causes reveals that investors " reaction to the rename caused by the change of the no. 1 stockholder is stronger than that of the changed caused by the mainstay business
2 、對三種不同原因的更名事件分析發現，投資者對第一股東更換型的反應要強于主營業務更換型，第一股東更換型的公司規模要明顯小於主營業務更換型，公告前第一股東更換型的股價要明顯高於主營業務更換型的股價，市場對于第一股東更換型存在提前反應，而對于主營業務更換型則不存在提前反應，但兩者公告后都存在過度反應。 -
This analysis produces two results : as far as market mechanism is concerned, stock market in china has stepped into the zone of weak form efficient market since 1994 ; as far as listed companies are concerned, the worsening performance of listed companies after listing indicates that stock market does not create continuous increase in productive efficiency and hence weakens stock market ' s function of optimizing resource allocation ( the fifth chapter )
分析表明，從市場機制看，在1994年初我國股票市場開始進入弱式有效區間，此後一直處於弱式有效狀態（第四章） ；從公司看，盡管上市公司總體而言是同行業佼佼者，但上市后頻頻出現業績下滑，表明股票市場未能促進企業生產效率的持續提高，弱化了股票市場優化資源配置功能（第五章） 。
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