学习一下论文《Anomalies in Chinese A-Shares》(Working Paper),以下截图均来自该文献。 正文: 1、A股因子收益的历史均值 因子类型: 规模:SIZE(n-1月的市值的对数) 估值:B/P、E/P、S/P、D/P(t-1年的财务数据和t年4月底的市值数据相比,在t年5月更新) 盈利能力:GP、OP(t-1年的财务数据计算,在t年...
ChinaWe apply well-studied factor strategies from the U.S. equity anomalies literature to Chinese A-shares, demonstrating which factors have worked and which have nodoi:10.2139/ssrn.2955144Hsu, Jason CViswanathan, VivekWang, ChenhuiWool, PhillipSocial Science Electronic Publishing...
a中国队队长 Chinese team party chief[translate] aof the typ e approval certificate to the request for inspection referred to in article 2.02.[translate] a• In the event that your hotel is oversold, please indicate how the property will respond: Property will arrange accommodations at a compar...
700 years ago—it spans the last Ice Age. Prior research has shown this was also the period during which anatomic modern humans developed and spread outside of Africa. In this new effort, Trinkaus suggests it was also a time during which humans experienced a wide variety of physical deformati...
Physicists at the University of Rochester have combed through data from satellites and ocean buoys and found evidence that in the last 50 years, the net flow of heat into and out of the oceans has changed direction three times.
The definition of market efficiency was first anticipated in a book written by Gibson (1889), entitled The Stock Markets of London, Paris and New York, in which he wrote that, when “shares become publicly known in an open market, the value which they acquire may be regarded as the judgme...
This changed in October 2011 when securities firms gained the ability to borrow shares from funds, insurance companies, and other certified financial institutions for their clients engaging in short selling (Chinese Securities Regulatory Commission, 2011). Additionally, prospective short sellers are ...
Apart from the detection of spacecraft storage battery anomalies, relevant research has also studied the detection of anomalies in storage batteries in such objects as electric vehicles. This type of research shares the following common features. The detected anomalies are verified by static battery ex...