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Informational Content of Open-to-Close Stock Returns
Open-to-Close Returns Opening Returns Stock Price Reversals
2016/1/27
In the present study, I explore interday correlations between open-to-close and opening stock returns. Employing intraday price data on all the stocks that were S&P 500 Index constituents during the p...
Returns to Education in Taiwan: A Cross-Sectional and Cohort Analysis
A Cross-Sectional Cohort Analysis
2014/3/24
Returns to Education in Taiwan:A Cross-Sectional and Cohort Analysis。
Quantum Financial Economics - Risk and Returns
Quantum Financial Economics Multifractal Self-Organized Criticality Quantum Chaotic Volatility
2011/7/19
Financial volatility risk is addressed through a multiple round evolutionary quantum game equilibrium leading to Multifractal Self-Organized Criticality (MSOC) in the financial returns and in the risk...