中国证券公司经营状况诊断分析  

Diagnostic analysis of operating conditions of Chinese securities companies

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：《辽宁工程技术大学学报（社会科学版）》2014年第2期118-123,共6页Journal of Liaoning Technical University(Social Science Edition)

摘　　要：证券公司是证券市场的主体,其经营状况直接关系到证券市场的健康发展。以2011年的94家证券公司为样本,以净利润为响应变量,以代理买卖证券业务净收入等为自变量建立回归模型。利用数据建模诊断方法,根据Cook距离等诊断统计量,对数据点是否存在异常进行检测。结果表明:三年数据中存在异常的公司都较好地得到定位,与实际结果相符较好,这对于规范证券市场健康发展、促进证券公司加强内部治理结构调整有积极意义。The securities companies are the main parts of securities market and their oper-ating conditions are directly related to the healthy development of the securities market. With net profit as dependent variable, and net income from working as an agent of securi-ties business dealings and so forth as independent variables, a regression model was built based on samples of 94 securities companies in 2011. Detection was made about whether data points are abnormal or not by diagnostic statistics such as Cook distance by means of data modeling diagnostic methods. Empirical studies have revealed that those companies which are regarded as abnormal have been located accurately and findings are in line with actual results.

关 键 词：证券公司 经营状况 诊断 检测 回归 

分 类 号：F932.5[经济管理]