A model of market risk premium through the interaction of rational investors and irrational investors is constructed.
本文基于投资者的过度自信心理偏差构建了证券投资的理性风险溢价度量模型、非理性风险溢价度量模型,并利用理性投资者和非理性投资者的相互作用,构建了证券投资的市场风险溢价度量模型,研究了非理性风险溢价对理性风险溢价和市场风险溢价的偏离问题。
Study on Underpricing and Overvaluation of IPO's Abnormal Initianl Return in China;
在近六十年的研究中,学者们提出了基于市场有效的一级市场抑价解释和基于市场无效的二级市场溢价解释。
Rational Pricing and Irrational Pricing:--A Study on the Cause of Premium in Chinese Stock Market;
理性定价与非理性定价——中国A股市场溢价成因研究
A Study on Size and Value premium in Chinese Stock Market;
中国A股市场规模溢价与价值溢价成因研究
Value Premium: An Empirical Study of China Stock Market(1994 - 2002);
价值溢价:中国股票市场1994-2002
A Study on the Liquidity Measure and Illiquidity Risk Premium of China Stock Market;
中国股票市场流动性度量及溢价研究
A Study of Liquidity Risk Premium in Chinese Stock Markets;
我国股票市场的流动性风险溢价研究
Liquidity Premium in China Interbank Bond Market;
银行间债券市场流动性溢价问题研究
Enlightenment of Equity Risk Premium of A-shares;
A股市场股权风险溢价的历史及启示
An Empirical Study of the Value Premiums and CAPM in China Capital Markets;
中国资本市场价值溢价与CAPM的实证研究
Liquidity Risk and Its Premium in Chinese Stock Markets;
中国股票市场的流动性风险及其溢价效应研究
Downside Risk Premia: The Theory and Evidence of Stock Market in China;
损失风险溢价：理论与中国股票市场的实证
The Systematic Liquidity Risk and Premium of Shanghai Stock Exchange;
上海股票市场系统流动性风险溢价研究
Marketization,Government Intervention and Stock Liquidity Premium Distribution;
市场化、政府干预与股票流动性溢价的分配
Three-Factor Model With Time-Varying and Risk Premium in Chinese Stock Market;
中国股票市场的三因子时变风险溢价模型研究
The Study of the Phenomena of Illiquidity Premium in Chinese Stock Market;
中国股票市场的“不流动性溢价”现象研究
Correlation Mechanism between Stock Market Volatility and the Equity Premium in China's Stock Market
我国股票市场波动和股票溢价之间的关联机制
Price Discovery and Volatility Spillovers of Stock Index Futures Markets in China
我国股指期货市场的价格发现与波动溢出效应
Empirical Study of Value Premium for Open-end Fund Based on Modified Genetic Algorithm;
基于改进遗传算法的开放式基金市场价值溢价研究
Bonds sell at a premium when the contract interest rate on the bond exceeds the market rate for similar bonds.
当债券的合同利率高于相似债券的市场利率时,债券溢价发行。