摘要
It is the first time for the authors to measure the systematic risk of both A share market and each industry of China’s stock market from the year 1994 to 2001 by using all A shares.The authors also analyze the main causes of the systematic risk of Chian’s stock market.
It is the first time for the authors to measure the systematic risk of both A share market and each industry of China's stock market from the year 1994 to 2001 by using all A shares.The authors also analyze the main causes of the systematic risk of Chian's stock market.
出处
《统计研究》
CSSCI
北大核心
2002年第5期37-41,共5页
Statistical Research
基金
教育部优秀青年教师资助计划项目<我国指数期货合约的定量研究>的成果之一
