摘要
股票市场中最基本变量为交易量、价格和时间,而在这三变量中交易量的变化最能体现股票市场的基本规律.研究交易量转移可以解决股市中筹码(流通股票数)在何时集中、什么价位集中、集中的程度等问题,而筹码的集中度能更好的表现股票价格的涨跌趋势.据此定义投资者交易意愿强度的概念,研究其与交易时间、价格涨跌幅的关系,并提出交易量转移模型.
Trading volume,price,and time is the most fundamental variable in the stock market,and trading volume can best embody the basic rules of the stock market.Study the transfer of trading volume in the stock market can solve many issues such as when the chips are concentrated,what price to concentrated,the degree of concentration.The concentration degree of chips can be reflected the change trend of stock prices.This paper define a concept of trading wishes degree of investors,study the relationship with trading time and degree of rise and fall about trading price,and propose a model of transfer trading volume.
出处
《苏州大学学报(自然科学版)》
CAS
2011年第1期20-24,共5页
Journal of Soochow University(Natural Science Edition)
基金
国家自然科学基金(60903131)
关键词
交易量
交易意愿强度
价格涨跌幅
交易量转移
trading volume
trading wishes degree
degree of rise and fall about trading price
the transfer of trading volume