样本股

上证180指数样本股经营绩效综合评价

Comprehensive Evaluation of the Management Performance of the Sample Stock of Shanghai 180 Index

作为股指期货标的物的应是沪深两市的统一的成份股指数，且样本股应在300家以上。

The underlying index should include 300 sample stocks enlisted in both the Shanghai and the Shenzhen stock markets .

第四，论文针对基金投资的上证180样本股共50家公司进行实证分析，得出上市公司治理情况，对影响治理水平的各类因素进行详细分析。

The fourth , the thesis analyzes 50 listed companies , getting the corporate governance level of the listed companies .

不同样本股的A股与H股的引导关系不同，脉冲响应方向不同，所以投资者应该具体分析个股情况来做投资决策。

Different stocks A-share and H-share guidance relationship is different , direction different in pulse response , so investors should careful analysis to make decisions .

本文采用随机等权重有放回抽样方法，以周收益率为指标，以沪深A股为样本股，对组合收益率时间序列的分布特征进行实征研究。

This paper builds up portfolios through random sampling the securities in Shen and Hu security market , and studies the distributions of portfolio weekly return time series .

检验结果表明中美股市样本股效应具有不同的特点，并从行为金融学角度给予解释。

The result shows that Chinese stock market and American stock market have different features in sample stock effect , and explains this from the angle of the behavioral finance science .

并选取A股所有上市公司和选取沪深300指数样本股为统计样本，进行了实证检验。

And select the A shares of all listed companies and select the sample of stocks in Shanghai and Shenzhen 300 index for the statistical sample , carried out an empirical test .

依据所作的理论研究，采用价量结合的方法，对中国股票市场进行了实证检验，测算了所选样本股的价格冲击系数。

According to the theoretical research , this paper adopts the method of combining volume and price to do some empirical analysis in Chinese Stock market and measure price-impact coefficient of sample stocks .

用事件分析法首次对上证180指数样本股调整所造成股票的交易价格、数量等的波动进行了实证检验。

Based on the event study method , this paper makes an empirical study on the fluctuation of transaction price and quantity for the fist time because of the sample stock 's adjustment of the Shanghai Securities 180 index .

再次，以上海30指数的30只样本股为组合对投资组合的规模、分散风险的程度等作了研究，并提出上海股市投资组合的策略。

Thirdly , using thirty ( 30 ) samples stocks of Shanghai Thirty ( 30 ) Indexes as the combination , the investment portfolio scale and the disperser risk degree , etc. , were examined , the strategy of investment portfolio in Shanghai Stock Market was also put forward .