影响股票价格的两因素模型 |
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引用本文: | 刘欢.影响股票价格的两因素模型[J].企业技术开发,2010,29(7):83-83,100. |
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作者姓名: | 刘欢 |
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作者单位: | 武汉大学经济管理学院,湖北武汉430072 |
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摘 要: | 我国股票价格的波动较发达国家成熟的金融市场来讲有很大的非理性成分,因而应从整体宏观实体经济发展和货币供应量两个因素来研究股票价格的波动。
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关 键 词: | 股票价格 宏观经济发展 M2 计量经济学模型 格兰杰因果检验 |
Two-factor model affecting the stock price |
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Abstract: | The volatility of stock prices of our country compared to developed countries' mature financial market,existing a large component of non-rational,therefore,the overall macro economic development entities and the money supply are two factors to study the volatility of stock prices. |
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Keywords: | stock prices macroeconomic development M2 econometric model Granger causality test |
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