The chi-squared test show: at the 0.05 level,69.56% of the stocks give an acceptable fit for subjective model of the distribution of returns,while 56.31%,44.80%,(46.06%,)and 1.74% for t distribution,mix-double normal distribution,stable distribution and normal distribution.

This paper validates the existence of the size effect on Shanghai A-Stock Market through the data of 180 sample stocks included in Shanghai 180 index and the new method put forward by Robert Fernholz.

The dependence between stock price and income of report form per share is strong in the dependence of the stock price and each whiff of free cash flow;

We obtain a Black-Scholes formula for the arbitrage-free pricing of European Call options with constant coefficients when the underlying stock generates dividends.

An option pricing problem with the underlying stock paying dividends

In this paper, a pricing problem of European call options is considered, where the underlying stock generates dividends d, at some fixed future dates T, before the expiration date 7'.

for an investor who has available a bank account and a stock whose price is a log normal diffusion.

In this paper, the models of increment distributions of stock price are constructed with two approaches.

This paper deals with the problem of maximizing the expected utility of the terminal wealth when the stock price satisfies a stochastic differential equation with instantaneous rates of return modelled as an Ornstein-Uhlenbeck process.

Here, only the stock price and interest rate can be observable for an investor.

Adaptation of the stock market to a new environment was shown to be realized through reducing the fractal dimensionality, that is, chaoticity of motion, of the short-term dynamic structures.

Minimization of the fractal dimensionality with the increase of the efficient existence of the dynamic component substructures was shown to be the prerequisite for stability of the multifractal dynamic system of the stock market.

The burning of forest in an area completely defoliated by the pest leads to changes in the stock, fractional composition, actual acidity, and ash element contents of the litter.

These functions share the property of having a dense set of discontinuities.

We study some explicit functions introduced by Riemann, Jordan, L¨¦vy, Kahane¡ These functions share the property of having a dense set of discontinuities.

More generally, these results apply both to Gabor frames and to systems of Gabor molecules, whose elements share only a common envelope of concentration in the time-frequency plane.

One is a verifiable scheme which each participant can verify his own share from dealer's distribution and ensure each participant to receive valid share.

Another does not have a trusted center, here, each participant plays a dual-role as the dealer and shadow (or share) provider in the whole scheme.