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本文以我国A股市场为研究对象,研究15个行业的收益率对市场收益率的预测作用,通过研究发现建筑业,信息传输、软件和信息技术服务业,金融业,房地产业,租赁和商务服务业的收益率对市场收益率有预测作用。这些行业相对于传统行业都属于新型行业,可以在经济危机前起到预警的作用,在经济复苏时,拉动大盘,成为新的增长点。
Based on the research on the A-share market in China, this paper studies the forecasting effects of the returns of 15 industries on the market rate of return. Through the research, we find that the construction industry, information transmission, software and information technology services, finance, real estate, leasing and commerce The rate of return of the service industry has a predictive effect on the market rate of return. Compared with the traditional industries, these industries belong to the new industries and can play an early warning role before the economic crisis. As the economy recovers, they will boost the broader market and become a new growth point.