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股价与成交量关系的实证研究——来自深圳证券市场的实证证据
Empirical Analysis on the Relations between Stock Price and Trading Volume
【摘要】 我国的投资者大多采用技术分析进行投资决策 ,价量关系是技术分析的基础 ,所以 ,研究价量关系有利于了解投资者的行为方式 ,也有利于投资者进行决策和监管者制定政策。本文试图对价量关系进行比较全面的分析 ,希望对监管者和投资者有所启迪。
【Abstract】 The investors in China usually make investment decisions according to technical analysis. The relations between stock price and trading volume form the basis for the technical analysis. Therefore, the research on the relations will not only help to comprehend the investors’ behavior but also constitute rules by CSRC. This article attempts to have a systematic analysis on the relations, hoping to be helpful to investors and CSRC.
【关键词】 价量关系(relationsbetweenstockpriceandtradingvolume);
因果关系(Causality);
价量关系的差异(Differenceoftherelations);
【Key words】 (relations; between; stock; price; and; trading; volume); (Causality); (Difference; of; the; relations);
【Key words】 (relations; between; stock; price; and; trading; volume); (Causality); (Difference; of; the; relations);
- 【文献出处】 财经科学 ,Finance and Economics , 编辑部邮箱 ,2001年06期
- 【分类号】F830.91
- 【被引频次】49
- 【下载频次】1104