1) Equity Premium Puzzle
股权溢价之谜
1.
Test of the China s Equity Premium Puzzle:──An Application of Hansen-Jagannathan Method;
中国股权溢价之谜的检验──Hansen-Jagannathan方法的应用
2.
An Empirical Investigation on Equity Premium Puzzle in China;
中国的股权溢价之谜:基于Hansen-Jagannathan方差界的实证研究
2) equity premium puzzle
股票溢价之谜
1.
Mehra and Prescott (1985) have proposed the famous equity premium puzzle and pointed out that investor s plausible relative risk aversion coefficient cannot explain why S&P 500 stock index s return has as high risky premium as 0.
Mehra和Prescott( 1 985 )提出著名的股票溢价之谜 (EquityPremiumPuzzle) :合理的相对风险规避系数 ,不能解释美国S&P5 0 0指数的收益率为什么比无风险债券的收益率高出 6个百分点。
3) premium puzzle
溢价之谜
1.
Although mean-variance analysis testified the existence of the CAT bond premium puzzle,the studies based on the classical theory cannot explain the cause for the high premium of CAT bond perfectly.
尽管均值方差分析方法已证明"溢价之谜"确实存在,但从传统理论角度出发的研究并不能充分解释巨灾风险债券高溢价的成因。
4) mystery of forward premium
远期溢价之谜
5) Equity Premium
股权溢价
1.
The Risk-free Rate Puzzle and Equity Premium in China;
略论中国无风险利率与股权溢价
2.
Equity premium is a popular financial topic, its research concentrates on two aspects: one is to validate whether equity premium really exists, the other is to explain equity premium from different angles.
股权溢价问题是金融界一个比较热门的话题,研究的热点主要集中在两个方面:一是验证股权溢价之谜是否真实存在,二是从不同的角度对股权溢价之谜做出解释。
6) equity financing paradox
股权融资之谜
1.
The main findings are: (1) there is also the equity financing paradox, and the adverse selection theory cannot explain this paradox in Chinese stock market; (2) Chinese firms do choose the equity public offering time to exploit the market, and this equity market timing hypothesis can be used to explain the.
本文主要做了以下两点工作:(1)验证了中国上市公司的股权再融资也存在“股权融资之谜”,且间接成本理论不能解释“股权融资之谜”;(2)利用“股票市场择时性”假说来解释“股权融资之谜”,并且通过实证分析验证了该解释。
补充资料：认股权证的溢价
认股权证的溢价——
认股权证的溢价就是认股权证的市场价格超过认股权证的理论价值的部分。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条