Relevant bibliographies by topics / A股

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Academic literature on the topic 'A股'

Author: Grafiati
Published: 4 June 2021
Last updated: 2 February 2022

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Journal articles on the topic "A股"

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何, 江. "PFNA 与人工股骨头置换术治疗老年不稳定型股骨粗隆间骨折的效果探究." 亚洲临床医学杂志 3, no. 3 (June 19, 2020): 4. http://dx.doi.org/10.26549/yzlcyxzz.v3i3.3921.

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目的： 分析 PFNA 与人工股骨头置换术（简称 FHR）治疗老年不稳定型股骨粗隆间骨折（简称 FIF）的效果。 方法： 选取2017 年 2 月 -2019 年 12 月间来院治疗的 24 例 FIF 老年患者为研究对象，随机分 A 组和 B 组，均 12 例，行 PFNA 与 FHR 治疗。结果： A 组的髋关节功能优良率高于 B 组（P ＜ 0.05）。 结论： 为 FIF 老年患者行 PFNA 治疗的效果优于 FHR，可改善髋关节功能，缩短疗程。
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Hung, Ngo Thai. "Bitcoin and CEE stock markets: fresh evidence from using the DECO-GARCH model and quantile on quantile regression." European Journal of Management and Business Economics 30, no. 2 (May 18, 2021): 261–80. http://dx.doi.org/10.1108/ejmbe-06-2020-0169.

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PurposeThis study examines the inter-linkages between Bitcoin prices and CEE stock markets (Hungary, the Czech Republic, Poland, Romania and Croatia).Design/methodology/approachThe dynamic contemporaneous nexus has been analyzed using both the multivariate DECO-GARCH model proposed by Engle and Kelly (2012) and quantile on quantile (QQ) methodology proposed by Sim and Zhou (2015). Our study is implemented using the daily data spanning from 6 September 2012 to 12 August 2019.FindingsFirst, the findings show that the average return equicorrelation across Bitcoin prices and CEE stock indices are positive, even though it is found to be time-varying over the research period shown. Second, the Bitcoin-CEE stock market association has positive signs for most pairs of quantiles of both variables and represents a rather similar pattern for the cases of Poland, the Czech Republic and Croatia. However, a weaker and primarily negative connectedness is found for Hungary and Romania, respectively. Furthermore, the interconnectedness between the co-movements in the Bitcoin market and stock returns changes significantly across quantiles of both variables within each nation, indicating that the Bitcoin-stock market relationship is dependent on both the cycle of the stock market and the nature of Bitcoin price shocks.Practical implicationsThe evidence documented in this study has significant implications for divergent economic agents, including global investors, risk managers and policymakers, who would benefit from a comprehensive knowledge of the Bitcoin-stock market relationship to build efficient risk-hedging models and to conduct appropriate policy reactions to information spillover effects in different time horizons.Originality/valueThis paper is the first study employing both the multivariate DECO-GARCH model and QQ methodology to shed light on the nexus between Bitcoin prices and the stock markets in CEE countries. The DECO model uses more information to compute dynamic correlations between each pair of returns than standard dynamic conditional correlation (DCC) models, declining the estimation noise of the correlations. Besides, QQ approach allows us to capture some nuanced features of the Bitcoin-stock market relationship and explore the interdependence in its entirely. Therefore, the main contribution of this article to the related literature in this field is significant.研究目的本研究旨在探討比特幣的價格與中東歐股市(匈牙利、捷克共和國、波蘭、羅馬尼亞和克羅地亞) 之相互聯繫.研究設計/方法/理念研究使用恩格爾與凱利(2012)(Engle and Kelly (2012)) 提出的多變量DECO-GARCH模型及Sim 與Zhou(2015)(Sim and Zhou ( 2015)) 研製的分位數-分位數方法來分析動態同期的聯繫。我們的研究使用由2012年9月6日至2019年8月12日期間取得的每日數據來進行.研究結果首先、研究結果顯示、跨比特幣價格與中東歐股價指數的平均回報當量關聯是正相關的，即使在研究期間被發現是隨時間而變化的。第二、比特幣與中東歐股市之聯繫在大多數兩變數分位數對而言出現正相關跡象，而且，這聯繫在波蘭、捷克共和國及克羅地亞而言表現一個頗相似的模式。唯就匈牙利而言、這聯繫則較弱、而羅馬尼亞則主要是負聯繫。研究結果亦顯示: 比特幣市場內的聯動與股票回報間之內在關聯會在每個國家內跨兩個變數的分位數而顯著地改變，這顯示比特幣-股市關係是取決於股市的週期和比特幣價格衝擊的本質.實際的意義本研究所記載的證據、對不同的經濟行為者而言極具意義 (這包括國際投資者、風險管理經理和政策制定者)，因他們會受惠於對比特幣-股市關係的全面認識，他們可建立有效的風險對沖模型、及在不同時間範圍對資訊溢出效應進行適當的政策反應.研究的原創性/價值本文為首個研究使用多變量DECO-GARCH模型和分位數-分位數(QQ)方法、來解釋比特幣價格與中東歐國家之股市的關係。這DECO模型使用比標準動態條件關係模型更多資訊，來計算每對回報間之動態關係，這能減少估測雜訊，而且，QQ方法讓我們可以取得比特幣-股市關係的一些細微特徵及全面地探索其相互依賴性。因此，本文的主要貢獻是在這學術領域內有關的文獻上.
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Yang (杨团), Tuan. "This Kind of Collective Is Not That Kind of Collective—In Search of a Path of Communitarian and Integrated Cooperatives (此集体非彼集体——为社区性、综合性乡村合作组织探路)." Rural China 14, no. 2 (September 20, 2017): 454–87. http://dx.doi.org/10.1163/22136746-01402007.

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This paper combs through more than 30 years of the rural collective economic system reforms and distinguishes the conceptual differences among the People's Communes collective, the joint stock cooperative collective, and the community cooperative collective, and among the cooperative economy, the collective economy, the shareholding economy, and the community economy. This paper argues that it is not suitable to simply and rashly push forward the practice of China’s most developed areas’ rural collective economy property rights system to the whole country.Taking the Puhan model and Jindian model as examples, this paper shows that by absorbing the experiences of the East Asian farmers’ integrated cooperatives, their experiences in local community development, and also the comprehensive rural cooperative organizations in mainland China, there exists a third possible way to bring forth the vitality of village communities and generate healthy and sustainable rural development, in preference to the old rural collective Commune system and the corporate or joint stock co-op models.本文梳理了围绕农村集体经济制度改革的30余年历史，分辨了人民公社集体、股份合作制集体和社区合作集体；合作经济、集体经济、股份经济与社区（社群）经济的不同，提出不宜将适合发达地区的农村集体经济产权制度改革推向全国。本文以蒲韩和金店两地的农民组织为例说明，借鉴东亚综合农协经验和本土经验的社区性、综合性乡村合作组织，是在公社集体制和公司制或股份合作制之外，能激发村庄活力和形成经济社会良性循环的第三条路。 (This article is in Chinese.)
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Ahn, Jaewon, and Soojeong Moon. "Angelo Zottoli's Observations on Enthymematic Features in Chinese Texts." Rhetorica 38, no. 3 (August 1, 2020): 309–20. http://dx.doi.org/10.1525/rh.2020.38.3.309.

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Zottoli argued that the enthymeme theory was a very useful tool to understand Chinese texts. To show this, he analyzed and examined the Baguwen (八股文). The enthymematic features of it are compable to enthymemes of signs or enthymemes of wide-ranging opinions. They are considered to be makers of contexts that are accepted and approved largely by the audience according to common sense. They are also very similar to loci communes of Cicero.
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何, 菊香. "Volatility Analysis of Industry Sector in A-share and Hong Kong Stock Market Based on GARCH Model." Modern Management 09, no. 05 (2019): 677–90. http://dx.doi.org/10.12677/mm.2019.95083.

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张, 传美. "The Performance of Institutional Investors——Based on the Analysis of Chinese A Share Market." Finance 04, no. 01 (2014): 16–24. http://dx.doi.org/10.12677/fin.2014.41003.

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SAM, Ka lam. "Valgus Knee Angle during Drop Landing in Female and Male Physical Education Major Undergraduate Students." Asian Journal of Physical Education & Recreation 16, no. 2 (December 1, 2010): 65–78. http://dx.doi.org/10.24112/ajper.161901.

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LANGUAGE NOTE | Document text in English; abstract also in Chinese. Gender differences in lower extremity landing mechanics and muscle activation have been identified as potential causative factors leading to the increased incidence of anterior cruciate ligament (ACL) injuries in female athletes. Valgus knee alignment places greater strain on the anterior cruciate ligament than a more neutral alignment. Biceps Femoris (BF) may provide dynamic stability to the knee joint during landing, decreasing knee valgus and preventing placing strain on the anterior cruciate ligament. The purpose of this study was to determine if frontal-plane knee angle and Biceps Femoris (BF) activation differ between the sexes at initial contact (IC) and maximal knee flexion (MKF) during a drop landing. Nine male and eight female healthy subjects volunteered to participate in this study. Frontal-plane knee angle and BF average root mean square (aRMS) amplitude were measured using BTS (Bioengineering Technology & Systems) electromyography, video acquisition system and Kistler force platform. It was found that at initial contact, women landed in valgus, and men landed in varus (P < .001). At maximal knee flexion, men reached a greater varus position than women (P < .001). Women’s BF aRMS amplitude was less than men. At initial contact, BF aRMS amplitude significantly differed between groups (P < .05). However, no significance difference between groups at maximal knee flexion (P > .05). To conclude, women tended to land in more knee valgus than men. At initial contact, women performed different and less BF muscle activation than men. The stabilization mechanism in landing knee motion between initial contact and maximal knee flexion is still unknown. 股二頭肌能通過減輕膝外翻程度來增加著地時膝關節的穩定性，從而減輕前十字韌帶受到的張力。有研究表明，不同群體之間下肢著地技術和肌肉活動情況的差異是增加女子運動員前十字韌帶受傷幾率的兩大潛在因素。當膝外翻時，十字韌帶受到比膝蓋處於中立位時更大的張力。本研究通過運用Kistler測力台，肌電圖，以及BTS視頻採集系統對17名(男=9，女=8)主修體育的本科生進行測量，目的在於討論著地瞬間膝關節的角度和股二頭肌活動是否存在性別差異，以及測定著地緩衝後的最大膝角和股二頭肌活動是否存在性別差異。結果發現，在著地瞬間，女性較男性更容易出現膝外翻現象(p<.001)。肌電圖顯示，女性股二頭肌振幅 比男性要小且男女之間存在顯著性差異(p<.05)，但當緩衝至最大膝角時，男女之間的差異並不顯著(p>.05)。著地過程中，下肢肌肉的穩定機制與膝部運動的關係有待進一步探討。
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李, 雪婷. "企业所得税对上市公司资本结构的影响研究." 财经与管理 4, no. 12 (January 11, 2021): 75. http://dx.doi.org/10.26549/cjygl.v4i12.6333.

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张, 瑞环. "Board Effectiveness, Shareholding Structure and Company Performance—Empirical Evidence Based on A-Share Listed Companies." Frontiers of International Accounting 07, no. 04 (2018): 91–96. http://dx.doi.org/10.12677/fia.2018.74012.

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胡, 敏文. "Ownership Concentration,Institutional Investor and Firm Performance—Evidence from A-Share Listed Companies." Finance 05, no. 04 (2015): 91–97. http://dx.doi.org/10.12677/fin.2015.54012.

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Dissertations / Theses on the topic "A股"

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劉俐. "中國內地有限責任公司股東的退股與除名研究 = A study on shareholder's withdrawal and expulsion of the Chinese limited liability company." Thesis, University of Macau, 2010. http://umaclib3.umac.mo/record=b2178596.

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曹錦釗. "隱名股權強制執行問題研究 =A study on legal problems of anonymous share holders' rights enforcement." Thesis, University of Macau, 2018. http://umaclib3.umac.mo/record=b3951576.

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袁敏真. "中國大陸A股與H股價差之研究." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/27685499907822558990.

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Yen, Wen-Chuan, and 顏彣全. "A股與B股存在資訊不對稱嗎？資訊持有比例的探討." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/81482457052473111640.

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碩士
國立政治大學
財務管理研究所
94
Information asymmetry is an important issue in the financial market. A perfect market should not exist this phenomenon. Before 2001, domestic investors could only buy A shares while foreign investors could only hold B shares. Under this regulation, the function of price discovery is easily distorted, and information asymmetry occurs easily. Shares with identical rights offered by one company would have different values while they are located in class A and class B. This problem, however, should be improved after the deregulation that domestic investors could buy B shares. The main purpose of this paper is to investigate whether information asymmetry exists between A-share and B-share markets. We use information shares approach (Hasbrouck, 1995) to calculate and compare which market has more information share in the price discovery process. The samples include all firms having stocks trading in A-shares and B-shares market on Shanghai Securities Exchange (SHSE) and the Shenzhen Stock Exchange (SZSE). The sample period, October 6, 1997 to October 31, 2005, is divided into two sub-sample periods. Moreover, the model provided by Pascual, Pascual-Fuster, and Climent (2006) is also implied into this paper. This paper concludes that (1) Before deregulating to allow domestic investors to hold B shares, B-share markets is a dominator in the price discovery process no matter considering trading volume or not. It means that A-share and B-share markets indeed exist information asymmetry. (2) After February 19, 2001, A-share markets become a dominator in the price discovery process while B-share and H- share markets become satellite markets. The possible explanations are that there are seldom companies listing in the B shares markets after 2002; the foreign investor gain less premium than before because of enhancing B-share’s liquidity; Renminbi appreciate and capital markets open completely in the end of 2006.
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Tseng, Yu Ching, and 曾昱璟. "中國大陸結構型商品之評價與分析－每日計息利率連動及A股多資產股權連動理財產品." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/66478985799873069526.

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ru, Lai yan, and 賴彥儒. "財務會計資訊對中國大陸A股股票評價之研究－以中國大陸上市公司之盈餘及會計比率為例." Thesis, 2000. http://ndltd.ncl.edu.tw/handle/56499480344924323274.

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連文俐. "中國大陸A股溢價率對橫斷面報酬率之影響分析." Thesis, 2000. http://ndltd.ncl.edu.tw/handle/38444304487461420766.

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碩士
國立臺灣大學
財務金融學研究所
88
Abstract Many international investors trying to seek for high return and diversification in their portfolio would put their concentration on emerging markets。However，some emerging country often put some restrictions to make sure local ownership. This work is base on the framework of Fama-Frech(1992)，and empirically studies how the price premium of A shares and the volatility of the price premium affect the return of A shares and B shares. This work indicates that three factor model can''t explain the return significantly and implies that the political risk has more influence on the returns on A shares or B shares. The new variable ,the price premium of A shares over B shares is in positive proportion to the return of A shares but in negative proportion to the return of B shares. Besides，it is especially significant in the return of B shares in Shenzhen. When it comes to the volatility of the price premium ，the study demonstrates that the uncertainty in the price ration of A shares is a priced risk for the returns of A shares and B shares ，especially fo
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Kuo, Fang-Yu, and 郭芳瑜. "農曆新年對投資人處置效應之影響-以上證A股為例." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/y4rs46.

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碩士
國立高雄第一科技大學
金融系碩士班理財組
104
This research studies the impact of Chinese New Year on the Disposition Effect, which is the tendency of investors to sell shares whose price has increased, while keeping assets that have dropped in value. In this study, we investigate the investment behaviors of Chinese investors in Ashares of Shanghai Stock Exchange, and we found that Chinese investors tend to sell losing stocks and keep winning stocks before Chinese New Year, which is the main factor that induces the price reversal after Chinese New Year. The occurrence of price reversal mentioned here is also known as Reverse Disposition Effect, which means investors tend to buy stocks that has risen in value while sell stocks that has decreased in value. And we think this may result from the traditional thinking in Chinese to have a brand-new beginning without old stuff for Chinese New Year besides the fact that Chinese tend to have higher capital demand before the Chinese New Year. We also consider the influences of short-term money supply and the size of stocks. Our empirical results show that the Reverse Disposition Effect of Chinese investors is even more significant after Chinese New Year with the money supply reduction. Furthermore, the Reverse Disposition Effect is more significant in small stocks than that in large stocks.
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Tsai, Hui-Ling, and 蔡慧玲. "農曆新年對投資人處置效應之影響-以深圳A股為例." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/wy5p5p.

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碩士
國立高雄第一科技大學
金融系碩士班金融組
104
This study discusses the trading behaviors of Chinese investors during the Chinese New Year, and we focus on the Disposition Effect, the tendency of investors to hold the losses stocks and sell winner stocks Shefrin and Statman (1985), on A shares in Shenzhen Stock Market. As we know that Chinese people have higher capital demand ahead of the Chinese New Year, so it is reasonable for Chinese investors to sell stocks for cash demand before the holiday. And we think the fact that people tend to sell losing stocks before Chinese New Year is the main factor that results in the Reverse Disposition Effect after Chinese New Year. Our empirical results show that the Reverse Disposition Effect did exist in Shenzhen A shares, and this can be attributed to the traditional thinking in Chinese that New Year brings a fresh start and people should abandon the old stuff before Chinese New Year. In this study, we also analyze the impact of monetary policy on the Reverse Disposition Effect, and the evidences show that when M1 (Money Supply) declines, the Chinese investors tend to sell more losing stocks before Chinese New Year, and this causes the Reverse Disposition Effect to be more significant, while Loan Rate is less relevant with the Reverse Disposition Effect. In the board analysis, Main Board and SME Board appear to be more significant on the Reverse Disposition Effect.
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"中国双重上市公司A、H股价差影响因素的实证研究." Doctoral diss., 2019. http://hdl.handle.net/2286/R.I.53542.

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abstract: 中国证券市场一直存在着双重上市公司A、H股价差异现象，这一“同股同权不同价”的现象，长期以来都是国内外学者热议的课题之一。 本文在系统性整理前人研究成果基础上，首先对造成A、H股价差效应的内在逻辑进行了系统梳理，提炼出影响双重上市公司A、H股价格差异的9个潜在因素：信息不对称、需求差异、流动性差异、投机性差异、风险差异、公司治理结构、利率差异、市场强弱差异、汇率预期。其次，本文为各潜在影响因素构建了新的代理变量，建立面板数据模型，从全市场和行业两大视角做了实证分析，验证了影响双重上市公司A、H股价格差异的可能因素，且实证结果均通过了平稳性检验。实证结果显示：全市场视角下，仅公司治理结构和市场强弱差异对A、H价格差异的影响不显著。行业视角下，对于金融行业的双重上市公司而言，影响其A、H股价格差异的因素包括：需求差异、流动性差异、风险差异、市场强弱差异、利率差异；信息不对称、投机性差异、公司治理结构、汇率预期不具有显著影响。而对于非金融行业的双重上市公司而言，影响其A、H股价格差异的因素包括：信息不对称、需求差异、流动性差异、风险差异、投机性差异、市场强弱差异、利率差异、汇率预期；公司治理结构则不是显著的影响因素。 本文在实证分析所得结论的基础上，考虑到当前A、H股市场的现状，提出了加强资本市场双向开放、大力发展以基金为代表的机构投资者、坚定推行股票发行注册制改革、推动金融创新、丰富投资工具等建议。这一研究结果对于推动我国资本市场进一步完善，具有重要的理论与现实意义。
Dissertation/Thesis
Doctoral Dissertation Business Administration 2019
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Book chapters on the topic "A股"

1

"Demonological Poison (Gudu 蠱毒) and Cutting the Flesh [to Make Medicine] (Gegu割股): A History of Two Case Histories." In Thinking in Cases, 147–80. De Gruyter, 2020. http://dx.doi.org/10.1515/9783110668957-008.

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