market t capitalization市值;资本市值;市场资本值;市价总值
market-capitalization weighted ETF型的市值加权ETF
weighted market capitalization加权市价总值
Market Capitalization Management市值管理
Domestic market capitalization市值总额
west bank market capitalization市价总值
total market capitalization市价总值;资本市值总额;上市公司总市值;总市值
Market Capitalization Ratio本化率;市场资本化比率
Tradable Market capitalization流通市值
By analyzing we find that market risk Beta has little effects on cross-section expected return rates,but market capitalization、the circulating market capitalization、price-to-earings ratios、turnover rates and price have obvious effects, and the effects can’t be explained by market risk Beta in the whole data area.
通过分析我们发现:在整个数据区内,市场风险Beta对截面收益率基本上没有解释能力,而经济周期因子、总市值、流通市值、以及价格和换手率等单个因素对截面收益率具有解释能力,这些解释能力不能用市场风险Beta来解释。
参考来源 - 有交易费用的投资组合问题及横截面收益率的因素分析