| 中国股市β系数稳定性研究 |
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| 引用本文： | 付应变.中国股市β系数稳定性研究[J].中国对外贸易(英文版),2011(24). |
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| 作者姓名： | 付应变 |
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| 作者单位： | 广西师范大学数学与科学学院; |
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| 摘 要： | β系数是证券或证券组合与市场相互关联的一个概念和参数,它是衡量证券系统风险的重要指标,β系数的稳定性也一直是学术界和投资者特别关注的焦点。本文通过中国股票市场的31个行业数据的研究,得到中国股市样本β值在单位β值(1.00)附近上下波动并呈正态分布;也可以得到组合的β系数还是有较好的稳定性结论。
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| 关 键 词： | β系数 稳定性 股票市场 |
Study on the stability of China's stock market coefficient |
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| Yingbian Fu.Study on the stability of China's stock market coefficient[J].China's Foreign Trade,2011(24). |
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| Authors: | Yingbian Fu |
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| Institution: | Yingbian Fu |
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| Abstract: | Beta coefficient is securities or securities portfolio and market an interrelated concepts and parameters,which is a measure of security system important indicator of risk coefficient,stability has been the academic circles and investors focus.This article through the Chinese stock market of the 31 industry data of Chinese stock market,get the sample in unit of beta beta(1) adjacent to fluctuate and normal distribution;can also be combined beta coefficient or has better stability conclusion. |
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| Keywords: | Beta coefficient stability stock market |
| 本文献已被 CNKI 等数据库收录！ |
