利空消息 meaning in Chinese
badnews
Examples
- For much of last year , stockmarkets ignored the bad news from the credit markets , thanks to three assumptions
去年的大部分时间，得益于三大假设，股票市场能够忽视来自信贷市场的利空消息。 - Secondly , theoretical models for time series , such as garch , egarch , tarch and garch - in mean , and the methods of parameter estimation are introduced . then , these models are employed to test the volatility in shanghai a - share , shanghai b - share , shenzhen a - share and shenzhen b - share . next , in chapter 4 , we study the co - integration and test the granger causality between the four share indexes . finally , the spillover of volatility between a - shares and b - shares markets are tested
第二,通过模型的比较分析,发现残差基于t分布的arch类模型较之基于正态分布和ged分布的arch模型能更好地刻画我国股指收益率序列的特征。第三,沪深a股在两个阶段的变化甚微,保持着非对称效应,对利空消息的波动大于利好消息的波动,风险补偿为正向,且风险补偿系数的变化不大。 - Making use of the time series exhibitions of the fluctuation - rate datum , we make our study for the following two purposes : one is to observe whether the preannouncing companies " temporal - condition variance of the series of the return rate conforms to the demand of sta bility ; the other is to decide whether the preannouncing companies " stocks have asymmetrical - information adjustment , this is to say , to decide how the companies response to good or bad news
为了进一步检验盈余预告新规则实施效果，我们考虑从波动性入手对股票市场的稳定性进行系统分析。我们尝试利用波动率数值的时间序列表现进行研究，力图了解：预告公司股票日收益率序列的时变条件方差是否满足稳定性要求。预告公司股票是否存在信息非对称性调整现象，即对利好利空消息分别做出何种反应。