期刊文献+

基于资金流向分析的股票短期投资决策研究 被引量:2

下载PDF
导出
摘要 本文从目前中国股市市场主力(机构投资者)与个人投资者之间的博弈关系出发,研究短期内股价受博弈双方之间所持股票供求关系变化所决定的现实存在,分析了反应股票供求关系变化的载体,既隐匿在交易数据下主力与个人投资者之间的资金流入流出的情况,揭示股价短期波动的机理,并总结提出资金流向分析法的定义、基本步骤和理论前提。并根据市场数据,利用统计分析验证主力资金进出对沪深股指、板块指数以及个股走势的主导作用。
作者 王义 柳会
出处 《中国证券期货》 2011年第9X期39-40,共2页 Securities & Futures of China
  • 相关文献

参考文献3

二级参考文献13

  • 1Bessembinder, H, & Seguin, P J. (1993) . Price volatility, trading volume, and market depth: Evidence from futures market. Journal of Financial and Quantitative Analysis, 28, 21-39.
  • 2Bollerslev, T. (1986) . Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 31, 307-327.
  • 3Bollerslev, T. (1987) . A conditional heteroskedastic time series model for speculative prices and rates of return. Review of Economics and Statistics, 9, 542-547.
  • 4Clark, P K. (1973) . A subordinated stochastic process model with finite variance for speculative prices. Econometrica, 41, 135-155.
  • 5Copeland, T E. (1976) . A model of asset trading under the assumption of sequential information arrival. Journal of Finance, 31, 1149-1168.
  • 6Comell, B. (1981) . The relation between volume and price variability in futures markets. Journal of Futures Markets, 1, 303-316.
  • 7Epps, T W, & Epps, M L. (1976) . The stochastic dependence of security price changes and transaction volumes: Implications for the mixture of distributions hypothesis. Econometrica, 44, 305-321.
  • 8Karpoff, J M., (1987) . The Relation between Price Changes and Trading Volume: A Survey, Journal of Financial and Quantitative Analysis, Vol.22, 109-126.
  • 9Kocagil, A E, & Shachmurove, Y. (1998) . Return-volume dynamics in futures markets. Journal of Futures Markets, 18, 399-426.
  • 10McCarthy, J, & Najand, M. (1993) . State space modeling of price and volume dependence: Evidence from currency futures. Journal of Futures Markets, 13, 335-344.

共引文献49

同被引文献8

引证文献2

二级引证文献1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部