我国期货公司现状诊断研究  

Diagnostic Analysis about Current Conditions of Future Companies in China

作　　者：刘天[1] 

机构地区：[1]东北财经大学金融学院,辽宁大连116025

出　　处：《渤海大学学报（哲学社会科学版）》2013年第6期62-68,共7页Journal of Bohai University:Philosophy & Social Science Edition

摘　　要：期货公司是期货市场的主体,其经营状况直接关系到期货市场的健康发展。文章以2011年的160家期货公司为样本,以净利润为响应变量,以净资本、客户权益等为自变量建立回归模型。利用数据建模诊断方法,根据Cook距离、学生化残差等诊断统计量,对数据点是否存在异常进行检测。结果表明,数据中存在异常的公司都较好地得到定位,与实际结果基本相符,这对于规范期货市场健康发展、促进期货公司加强内部治理结构调整具有积极意义。The future companies are the main parts of future market and their operating conditions are directly related to the healthy development of the future market.In this paper,net profit is regarded as dependent variable,net capital,interest of customers etc.are regarded as independent variables,we established regression model by 160 future companies in 2011.We detected that data points are abnormal by Cook distance,studentized residual etc.diagnostic statistics according to data modeling diagnostic methods.Empirical studies have revealed that those companies which were regarded as abnormal had been located accurately and had been in line with actual results,which has a positive meaning for standardizing a healthy future market and strengthening internal governance structure adjustment.

关 键 词：期货公司 现状 诊断 

分 类 号：F724.5[经济管理—产业经济]