证券市场资金流量模型研究  

Research on the Capital Flux Pattern in Security Market

作　　者：邓幼强[1] 

机构地区：[1]西南交通大学经济管理学院,四川成都610031

出　　处：《郑州航空工业管理学院学报》2006年第2期47-49,共3页Journal of Zhengzhou University of Aeronautics

摘　　要：证券市场证券价格的运动可以划分为有明确趋势的定向运动与无趋势的随机波动。证券价格定向运动产生的内在原因及运动规律,是研究证券投资最关心的重要问题。文章以股票市场作为研究对象,从场内存量资金的定量分析着手,研究导致股价做定向运动的资金流量原理及其相关模型,得出资金进出股市“净流入(出)量”的测度方法及系列结论。The moving of the security - price in market can be set apart into two parts .. the directional moving has obvious trend, and the stochastic fluctuation has no trend. The most important question of the securityinvestment in study is to explore the inherent causes and moving laws of the security - price in directional moving. This article intends to make the stock market as the research object, put hand to the quantitative analysis of the storage capital in stock market, and study the principle of capital flux and related pattern who to lead the security -price on directional moving. At last, it concludes the way of estimating the Net Turnover Quantity and series conclusions.

关 键 词：股价运动 资金流动 测度方法 模型 

分 类 号：F830.5[经济管理—金融学]