西文数据库检索实习报告.docx

拟检索的课题名称：全球经济状况英文检索词：finance检索所用数据库的名称：web of science检索式：主题=(finance) AND 主题=(oil future price) OR 主题=(stock market)检索限定条件：文献入库时间：2005—2011年检索结果总数：8726条具体一条的文摘题录信息：摘要: Volatility is a feature of stock markets in free market economies, sometimes excessively. This article explores the relevance of Shewharts postulates when applied to the analysis of stockmarket returns. We decompose this volatility into common and special cause volatility using the Shewhart framework. We then show advantages of using these two types of volatility estimates in portfolio selection.作者:Govindaraju K (Govindaraju, K.)1, Godfrey AJ (Godfrey, A. J.)1来源出版物: TOTAL QUALITY MANAGEMENT BUSINESS EXCELLENCE????卷: 22????期: 4????页: 425-432????出版年: 2011??文献类型: Article 语言: English 作者关键词: capital market; common causes; Shewhart model; special causes; volatility 拟检索的课题名称：全球经济状况英文检索词：finance检索所用数据库的名称：EI数据库检索式：((((finance) WN TI) AND ((oil future price) WN KY)) OR ((stock market) WN KY)), English only 检索限定条件：文献入库时间：2005—2011年检索结果总数：3657条具体一条的文摘题录信息：Abstract（摘要）: Stock trading activity is very important to market volatility. The particular market environment of China makes the internal reason of trading volume change more complicated. In order to test how trading activities are driven, we use a vector autoregressive and impulse-response function methodology. First, we study the intertemporal relationship between individual stock trading volume and individual stock return. Then we extend the bivariate vector autoregressive equation to a trivariate vector autoregressive equation to see how lagged market returns as well as lagged individual stock returns impact trading activity. It is concluded that historical stock returns have significantly positive effects on trading volume, and the shocks of both individual firm return and market wide return are transferred to trading activities, and then bring a shock in the same direction to stock trading volume. And this shock can last for times. It suggests that ove