股票价格及其影响因素的灰典型相关分析

Grey Canonical Correlation Analysis of the Price of Stock and Its Impacted Factors

选取2008年1月～2009年7月的沪深300指数和股票价格的部分影响因素的月度数据,应用灰典型相关分析理论和方法,对两者之间的相关程度进行了实证研究,建立了沪深300指数及其影响因素的灰典型相关分析模型,找出了影响股票价格的主要因素。研究结果表明,增加货币供应量、工业品出厂价格指数上升都会促使股票价格上涨。结果可为正确投资股票提供科学依据。

In this paper,monthly data of 300 index of Shanghai and Shenzhen from January 2008 to July 2009 and monthly data of some impacted factors are selected,the relativity between them is researched by the grey canonical correlation analysis theory. The grey canonical correlation analysis model of Shanghai and Shenzhen 300 index and its impacted factors is constructed. The main impacted factors of Shanghai and Shenzhen 300 index are found. The investigation result can provide a scientific basis for the correct stock investment.