CAPM模型在上海股市的实证检验  

The Empirical Test of CAPM Model in Shanghai Stock Market

作　　者：王飞[1] 侯为波[1] 

机构地区：[1]淮北师范大学数学科学学院,安徽淮北235000

出　　处：《淮北师范大学学报（自然科学版）》2012年第2期18-20,共3页Journal of Huaibei Normal University：Natural Sciences

摘　　要：根据CAPM模型及其原理,选取上证50板块的10支股票,利用月利率进行实证研究,结果表明,CAPM在我国的股票市场解释能力还不强,但对证券市场仍具有重要的指导意义.According to CAPM model and its principle, the monthly interest rates of ten stocks of SSE 50 section are selected to empirical test of the CAPM. The results show that the explanation ability of CAPM is not strong in China＇s stock market, but it still has important application in the stock market.

关 键 词：CAPM 证券市场 实证检验 

分 类 号：O29[理学—应用数学] F830[理学—数学]