楼主: annietian
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[金融] [求助]金融初级问题 关于capm [推广有奖]

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annietian 学生认证  发表于 2015-7-24 07:58:02 |AI写论文

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问题:Suppose the government announces that, based on a just-completed survey, the growth rate in the economy is likely to be 2 percent in the coming year, as compared to 5 percent for the year just completed. Will security prices still increase, decrease, or stay the same following this announcement? Does it make any difference whether or not the 2 percent figure was anticipated by the market? Explain (briefly).
答案;If the market expected the growth rate in the coming year to be 2 percent, then there would be no change in security prices if this expectation had been fully anticipated and priced. However, if the market had been expecting a growth rate other than 2 percent and the expectation was incorporated into security prices, then the government’s announcement would most likely cause security prices in general to change; prices would drop if the anticipated growth rate had been more than 2 percent, and prices would rise if the anticipated growth rate had been less than 2 percent.

完全不明白是为什么,求大神解释。。。 拜托了!!!
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关键词:CAPM cap APM announcement Anticipated difference government completed following decrease

沙发
hyu9910 在职认证  发表于 2015-7-24 09:18:54
就是讲个市场预期和实际数据的差异,导致的股价变动啦。 多熟悉股票,会理解的

藤椅
annietian 学生认证  发表于 2015-7-26 09:07:36
hyu9910 发表于 2015-7-24 09:18
就是讲个市场预期和实际数据的差异,导致的股价变动啦。 多熟悉股票,会理解的
谢谢谢谢!!!

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