论文部分内容阅读
股市的健康发展对于风险管理和融资至关重要。本文利用t-值递归剔除分析方法确定影响股价波动的主要因素,给出了影响股价波动的因素排序,实证分析表明本文使用的t-值递归剔除分析确定影响股价波动的主要因素的方法与其它方法有同样效果且方便操作。实证结果显示,每股净资、净资产、总市值、每股收益、换手率、总手、长期投资、流通市值、营业收益是影响股价波动的九个主要因素。
The healthy development of the stock market is crucial for risk management and financing. In this paper, we use the t-value recursive culling analysis method to determine the main factors that affect the stock price volatility, and give the order of the factors that influence the stock price volatility. Empirical analysis shows that the t-value recursive culling analysis used in this paper determines the main factors affecting the stock price volatility and other The method has the same effect and is easy to operate. The empirical results show that the net assets per share, net assets, total market capitalization, earnings per share, turnover, total hand, long-term investment, market capitalization, operating income is the impact of stock price fluctuations in the nine major factors.