经济危机前后上证A股量价关系实证分析

量和价是技术分析的基础,量价分析是证券投资分析的核心,与其他技术分析密切相关。通过以上证A股指数倒V段的成交量和价格变动为研究对象,采用相关性分析和Granger因果检验的分析方法,对两者之间的关系进行相关性分析,其模型的检验表明了上证A股在经济危机前后的成交量和价格波动之间存在长期协整关系,同时,亦检验出倒V的两边出现量价解释能力和因果性不一致。

An Empirical Analysis of Price-Volume Relationship of SSE A Share before and after Economical Crisis

Volume and price are the basis of technical analysis, and volume-price analysis is the core of security investment analysis, which is closely related to other technical analyses. The author takes correlation analysis and Granger causality test to study trading volume and price change of inverted V-shaped curve from SSE A Share and analyzes their correlation. The research shows that there exists long-term co- integration relationship between trading volume and price fluctuation in SSE A Shares before and aft...