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我国家电行业股票系统性风险分析 被引量:1

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摘要 根据威廉.夏普的资本资产定价模型的原理,以我国家电行业20家公司自上市以来的数据为样本,运用时间序列最小二乘法的线性回归方法,对这20支股票进行了系统风险即β系数的计算,比较上市公司在股改前和股改后β系数的差异,结果发现β系数在不同的时期会发生变化,并以此对我国家电行业股票系统性风险进行分析判断。
出处 《市场论坛》 2009年第11期53-55,共3页 Market Forum
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参考文献10

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同被引文献17

  • 1张文鹏.上海股市市盈率与股票收益分析——对上海股市有效性检验[J].华东经济管理,2005,19(9):145-149. 被引量:6
  • 2张金明,刘溢海.中国股票市场若干行业市盈率的实证研究[J].北方经济,2007(8):62-63. 被引量:1
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