| CAPM模型对上证钢铁板块的实证研究 |
| |
| 引用本文： | 鲁成.CAPM模型对上证钢铁板块的实证研究[J].价值工程,2011,30(4):151-152. |
| |
| 作者姓名： | 鲁成 |
| |
| 作者单位： | 南京航空航天大学,南京,211106 |
| |
| 摘 要： | 根据CAPM模型的原理,本文就上海股票市场钢铁板块的全部20只股票的系统性风险以及股权分置改革对其系统性风险的影响进行了实证分析。发现了许多我国股市发展中的存在的许多问题,说明近年来中国股市虽有较快发展,但仍然是一个不成熟的股市。
|
| 关 键 词： | CAPM模型 β系数 股权分置改革 风险 |
Empirical Study of CAPM Model on Shanghai Securities Steel Plate |
| |
| Lu Cheng.Empirical Study of CAPM Model on Shanghai Securities Steel Plate[J].Value Engineering,2011,30(4):151-152. |
| |
| Authors: | Lu Cheng |
| |
| Institution: | Lu Cheng(Nanjing University of Aeronautics and Astronautics,Nanjing 211106,China) |
| |
| Abstract: | According to the principle of CAPM model,the paper made empirical analysis on the systemic risks of all of 20 shares of Shanghai stock market steel plate and the impact of split-share reform to systemic risk,and found many many problems in China＇s stock market,which show that although China＇s stock market had a rapid development in recent years,but it still was an immature market. |
| |
| Keywords: | CAPM model β coefficient split-share reform risk |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
