上市国企交叉持股网络性质与股价联动相关性研究  

Correlational Study Between the Cross-shareholding Network Characters of Listed State-owned Enterprises and Stock Price Linkage

作　　者：牛晓健[1] 罗晟君 

机构地区：[1]复旦大学,上海200433

出　　处：《贵州省党校学报》2017年第5期13-22,共10页Journal of Guizhou Provincial Party School

基　　金：国家自然科学基金面上项目(71573051;71273064);上海市哲学社会科学规划课题(2011BJB005);上海市"曙光计划"项目(11SG09);<上海高等学校创新能力提升计划竞争性引导项目-上海国际型大都市建设的综合改革方案设计>;复旦大学中央高校基本科研业务费的支持

摘　　要：近年来,国企交叉持股改革有着诸多创新。为研究交叉持股这一最新政策可能产生的效应,本文以复杂网络方法,用Ucinet软件构建上市国企交叉持股网络,分析其各项网络特性;进而以QAP方法实证检验上市国企交叉持股网络对股价联动网络之间的相关性,得到了两者有正向弱相关性的结论。最后提出上市国企交叉持股相关的政策建议。In recent years, the cross-shareholding reform of state-owned enterprises has some in-novations. In order to study what effects this new approach might bring, first, the paper adopts the complex network analysis to build cross-shareholding network of the listed state-owned enterprises by Ucinet 6. 0, which is for analyzing the network, s characters. Then, the paper tests the correlation be-tween the cross-shareholding network and stock price linkage by QAP test, and the result is that there is a weak positive correlation between them. Finally, the paper puts forward some policies and sugges-tions for the cross-shareholding of state-owned enterprises.

关 键 词：国企改革 交叉持股 股价联动 

分 类 号：F832[经济管理—金融学]