作　　者： ; ; ; ;

机构地区： 哈尔滨工业大学经济与管理学院

出　　处： 《预测》 2006年第1期56-62,共7页

摘　　要： 从股票市场的量价规律出发提出股票均衡价格、股价塑性等新概念,使用计量经济学方法建立包含高频交易数据的股价塑性模型,对模型进行推导,提出一种识别被锁定流通股数量的定量分析方法,并基于三支问题股进行相应的实证研究。实证结果表明该方法计算出的被锁定流通股数量与历史相符合,该方法可行。 According to the price-volume laws of stock, ,some new concepts, such as equilibrium price and the price plasticity of stock, are introduced. Then stock price plasticity models including high-frequency trading data are established by econometrieal methods and derived leading to a method of identifying the locked quantity of capital stock in circulation. The method is empirically analyzed basing on three-question stock. The result shows that the locked quantity of capital stock in circulation calculated by the method matches with the quantity in history. It proves that the method is feasible.

关 键 词： 股价塑性模型 量价关系 市场操纵 锁定量

领　　域： [经济管理]