| 股指下降期价量关系及底部区域价量弹性预测 |
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| 引用本文： | 焦庆,惠晓峰. 股指下降期价量关系及底部区域价量弹性预测[J]. 金陵法律评论, 2008, 0(1): 55-59 |
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| 作者姓名： | 焦庆 惠晓峰 |
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| 作者单位： | [1]哈尔滨工业大学管理学院博士生 [2]哈尔滨工业大学管理学院教授,博士生导师,150001 |
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| 摘 要： | 基于趋势原理可从股票成交量中分解出促进下降的成交量,再依据经济学弹性概念可建立价量弹性系数来反映股票价量之间的匹配关系.研究表明:促进下降的成交量是收益的Granger原因,在股指下降期间是此成交量导致了股票价格继续下降;同时,由于股指下降期的底部区域会通过价量关系表现出来,通过考察价量弹性系数指标的变动,股指下降期的底部区域是完全可以预测的.
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| 关 键 词： | 股指下降期 价量关系 底部区域 价量弹性 |
| 文章编号： | 1001-4608(2008)01-0055-05 |
| 修稿时间： | 2007-09-19 |
Volume and Price Relationship of Stock Index in Decline Period and Bottom Area Prediction by Price and Volume Elasticity |
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| JIAO Qing,HUI Xiao-feng. Volume and Price Relationship of Stock Index in Decline Period and Bottom Area Prediction by Price and Volume Elasticity[J]. Journal of Nanjing Normal University (Social Science Edition), 2008, 0(1): 55-59 |
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| Authors: | JIAO Qing HUI Xiao-feng |
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| Abstract: | Based on the tendency theory the paper disassembled the volume which promoted the decline from trading volume,built the price and volume elasticity by concept of economics and reflected the matching of price and volume.The paper concluded the Granger cause between profit and the volume.So the volume which promoted the decline resulted in stock price declining continuously during decline period.At the same time,the paper revealed that the bottom area in decline period could be predicted.The area is reflected by volume and price relationship,and therefore could be found through observing the difference of price and volume elasticity. |
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| Keywords: | stock index decline period volume and price relationship bottom area price and volume elasticity |
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