学术
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。[著者文摘]
文章出处:
《南京师大学报：社会科学版》-2008年1期 -55-59页
栏目信息:
分 类 号:
文献标识码:
A
文章编号:
1001-4608（2008）01-0055-05
Volume and Price Relationship of Stock Index in Decline Period and Bottom Area Prediction by Price and Volume Elasticity
JIAO Qing, HUI Xiao-feng
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.[著者文摘]
Key words:
stock index decline period; volume and price relationship; bottom area; price and volume elasticity
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