股票资金流强度的实证研究及评测

在资金博弈的股票市场中,资金流向确认与计算是金融工程的一大理论难题,国内有学者在现有资金流计算方法基础上,提出了股票资金流强度模型和构建了股票资金流指数指标体系。根据统计分析方法利用SPSS软件对股票资金流强度和股价波动环比增长率进行相关性分析,进而实证股票资金流强度指标的有效性。实证结果表明股票资金流强度与股价波动环比增长率呈线性趋势,从而利用股票资金流强度指标可以很好地预测股价的变化。

The Empirical Research and Evaluation of Stock Fund Flows Strength

In the stock market of a game about money, confirming and computing capital flows is a theoretical problem of financial engineering, domestic some scholars on the basis of existing fund flows calculation method, put forward strength of stock fund flows model and build an index system of the stock fund flows index. Using SPSS software for strength of stock fund flows and Sharing price volatility quarter-on-quarter growth correlation analysis based on the statistical analysis, and then Proving strength of stock fund flows index effectiveness. The empirical result shows that the strength of stock fund flows and share price volatility quarter-on-quarter growth is linear trend, so strength of stock fund flows index is a good index to predict the evolution of the stock price.