β、Struc以及Volty与股票收益率关系研究  

Study on the relationship between β, Struc, Volty and stock return rate

作　　者：邵雪敏 侯为波[1] SHAO Xuemin;HOU Weibo(School of Mathematical Science,Huaibei Normal University,Huaibei Anhui 235000,China)

机构地区：[1]淮北师范大学数学科学学院,安徽淮北235000

出　　处：《阜阳师范学院学报（自然科学版）》2018年第3期85-88,共4页Journal of Fuyang Normal University(Natural Science)

基　　金：安徽省高校自然科学基金项目(KJ2018A0384)资助

摘　　要：选取2017年1月1日-2017年12月31日沪市所有A股股票为研究对象,运用单因素和多因素模型的回归分析,分别研究了不同行业下β系数、流通股比例以及振幅与股票收益率之间的关系。结果发现:在2017年的股票市场上,不同行业的β系数、流通股比例以及振幅对股票收益率的解释能力不同。Taking the stock of all A shares in Shanghai stock market from January 1st,2017 to December 31st,2017 as the research object,using the regression analysis of single factor and multifactor model,the relationship between the beta coefficient,the circulation share ratio and the amplitude and the stock return rate in different industries is studied respectively.The results show that in the stock market in 2017,the different industries are in the stock market.The beta coefficient,the ratio of circulating shares and the amplitude have different explanatory power on stock returns.

关 键 词：单因素模型 多因素模型 股票收益率 

分 类 号：F832.48[经济管理—金融学] F224.0