| 股票市场风格指标稳定性研究 |
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| 引用本文： | 肖春来,丁绍芳,樊元锐.股票市场风格指标稳定性研究[J].北方工业大学学报,2003,15(1):68-71,88. |
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| 作者姓名： | 肖春来 丁绍芳 樊元锐 |
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| 作者单位： | 北方工业大学经济管理学院,100041,北京石景山 |
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| 摘 要： | 利用扩散指数方法，对我国深沪股市中近千种股票的各项市场风格指标进行了稳定性的实证对比分析研究。结果发现相对价格变异系数是相对漂移程度最小，即相对最稳定的市场风格指标。这一研究结果对我国成分股指数编制中的样本股选择和研究及深沪股市的波动规律的探讨有一定的参考价值。
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| 关 键 词： | 股票市场 扩散指数 市场风格指标 稳定性 中国 |
Study on Stability of Stock Market Characteristics Indexes |
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| Xiao Chunlai,Ding Shaofang,Fan Yuanrui.Study on Stability of Stock Market Characteristics Indexes[J].Journal of North China University of Technology,2003,15(1):68-71,88. |
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| Authors: | Xiao Chunlai Ding Shaofang Fan Yuanrui |
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| Abstract: | Using the method of diffusibility index, the paper makes a positive analysis of the stability of various indexes of stock market characteristics by studying about one thousand stocks on Shanghai & Shenzhen securities markets. By analyzing, it is found that the coefficient of variation of relative price is the stock market characteristics index, characterized by the least degree of relative excursion, or highest degree of relative stability. The findings are helpful to the selection sample stocks for compiling component stock indexes and the study of the fluctuation pattern of stock market in China. |
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| Keywords: | diffusibility index stock market characteristics index stability |
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