影响股票价格的宏观因素研究  

Study on the Macroscopic Factors Influencing Share Price

作　　者：岳意定[1] 肖赛君[1] 

机构地区：[1]中南大学商学院,湖南长沙410083

出　　处：《湖南财经高等专科学校学报》2006年第3期58-60,共3页Journal of Hunan Financial and Economic College

摘　　要：以上证指数作为因变量,选取宏观经济中能影响上证指数的指标,运用SPSS软件对数据进行回归分析并建立回归模型,分析得出影响我国股票价格的宏观因素主要有工业增加值、社会消费品零售总额、企业商品价格指数、汇率、人民币存款基准利率、每月的总成交金额与每月平均市价总值之比等。Taking indexes of Shanghai stock as dependent variable in this article and selecting es indexes which can affect all the stock market as independent variable, the linear regression model was established by using SPSS software, some macroscopic factors which would influence the indexes of stock were obtained, including industrial added value, total volume of retail sales of the social consumer goods, enterprise＇s goods price index, exchange rate, RMB deposit Bench Mark and Turnover ratio.

关 键 词：股票指数 宏观因素 回归分析 

分 类 号：F830.91[经济管理—金融学]