摘要
笔者以深圳证券交易所2012年大宗流通股交易记录为基础,从中选取日交易量在1000万股以上的股票,并以占总盘比不限、1%以下、1%以上为条件将大宗交易数据做统计分析,运用Eviews软件通过构建模型,对股票涨跌幅度的影响因素进行多元线性回归分析,结果表明折/溢价率及占总盘比对股票涨跌幅度有明显的正相关关系,以期这一结果为我国金融市场的发展提供有价值的参考,同时也为大宗交易的发展道路提供一定的借鉴。
In this paper, based on the bulk of outstanding shares transaction of the Shenzhen Stock Exchange in 2012,we select from stock of daily trading volume by more than 10 million shares, the unlimited total disc ratio, 1% below, 1% above, so as to do an effective data analysis. Through Eviews software to construct models, we make multiple linear regression analysis of the influencing factors of stock fluctuation. The results show that discount/premium rate and total disc ratio have a significantly positive correlation with stock fluctuation, which provides valuable reference for the development of China＇s financial markets, also certain reference for the development of big deals.
出处
《湖南商学院学报》
2013年第5期74-78,共5页
Journal of Hunan Business College
关键词
大宗交易
线性回归
股票价格
Block trading
linear regression
stock price
