摘要
本文以1998年-2007年沪市A股为研究对象,从中随机选取100支股票作为研究样本,考察其收益及风险。研究结果表明,相对于高风险水平,中国股市的收益水平总体较低,且有个别股票出现收益风险的负相关现象。优质股票数量较少,市场的稳定性也较差。由此可见,中国股市目前尚处于不成熟时期,仍需要规范、培育。
As the research object, this paper selects 100 A--share stocks from Shanghai Stock Market randomly and analyzes their returns and risks of 1998 to 2007. The results show that the average return from Chinese stock market is lower compared to the higher risk level. There are some stocks with the neg： ative relations between return and risk and only a few stocks with good quality. The market stability is poor. In a word, Chinese stock market is imperfect and needs to be improved.
出处
《经济管理》
CSSCI
北大核心
2009年第7期130-133,共4页
Business and Management Journal ( BMJ )
关键词
股市
收益
风险
stock market
return
risk
