【摘要】 传统的证券投资组合理论认为股票价格与其收益率无关,但事实并非如此.本文主要对纽约、NASDAQ、上证、深证等指数和一部分国内股票进行股票价格(指数)与其收益率的相关性分析.结果表明,二者并非不相关,而是一种负的弱相关关系.更多还原

【Abstract】 According to the traditional portfolio theory, the stock price has no relation with its rate of return, but actually it is not the case. In this paper, a correlation analysis is made between the rate of return and the indices of New York, NASDAQ and some domestic shares. The result shows that there is a special correlation between them, which is weakly negative.更多还原