Full-Text Search:
Home|Journal Papers|About CNKI|User Service|FAQ|Contact Us|中文
《Journal of China Coal Economic College》 2001-02
Add to Favorite Get Latest Update

Positive Research on β-Coefficient Stability in Shanghai Security Market

LU .. Guang-ming (Statistics Dept, Dongbei University of Finance and Economics, Dalian 116025, China)  
β-coefficient is important in measuring the systematic risks of investment But it must be of stability in time series and prediction β-coefficient stability in time series and prediction in Shanghai Security Market is tested by means of Chow breakpoint test and Chow predictive failure test The results indicate that most β-coefficients of individual stocks are stable in time series, most β-coefficients of individual stocks and stock portfolio are stable in prediction; but in general, β-coefficient of stock portfolio is not as stable as that of individual stocks The more the number of stock in a portfolio, the more unstable β-coefficient of a stock portfolio
【CateGory Index】: F832.5
Download(CAJ format) Download(PDF format)
CAJViewer7.0 supports all the CNKI file formats; AdobeReader only supports the PDF format.
【Citations】
Chinese Journal Full-text Database 1 Hits
1 By Shen Yifeng and Hong Xixi;The Test of the Stability of Beta in China's Stock Market[J];JOURNAL OF XIAMEN UNIVERSITY;1999-04
【Co-citations】
Chinese Journal Full-text Database 10 Hits
1 WEN Shu-sheng1,2,YE Huai-zhen1(1.Southwest Jiaotong University,Chengdu 630031,China;2.Chongqing Institute of Technology,Chongqing 400050,China);Empirical Analysis of the Demand of Rail Freight Transport in China on Basis of VAR Model[J];Journal of Chongqing University(Natural Science Edition);2007-10
2 L Guangming (Dept. of Statistics, Dongbei University of Finance and Economics, Dalian 116025, China);Domestic Investment, FDI and Economic Growth in China[J];;2003-03
3 JIANG Bo (Commercial College,Central South University,Changsha,Hu ’nan,China410083);Briefly on stock investment theories[J];Journal of Changsha Telecommunications and Technology Vocational College;2004-02
4 ;The Research of the Stability of Beta in China's Stock Market[J];Northern Economy and Trade;2007-12
5 LIU Xiao-ping1,HUANG Xiao-wei2(1.Central University of Finance and Economics,Beijing 100081,China;2.University of International Business and Economics,Beijing 100029,China);The Assessment of Fund Performance and Empirical Research Based on Time-Varying Beta[J];Modern Economic Science;2009-04
6 LIU Xi-biao (Department of Finance,Yunan Finance and Trade Institute,Kunming 650221 China);Rething about the Functions of Mutual Fund[J];Journal of Mengzi Teathers' College;2002-02
7 XIONG Wei (School of Information,Hubei Commercial College,Wuhan 430064,China);A Discussion on the Double Characters of Stock Merchandise and Significance of Investment Practice[J];Journal of Hubei Commerial College;2002-03
8 LI Shu, LU Guang ming (Northeast University of Finance and Economics,Dalian 116025,China);A Study of the Coordinating Relationship between Stock Price Indexes[J];Journal of Liaoning Normal University(Social Science Edition);2001-05
9 ;股票价值分布曲线与小盘高价大盘低价现象[J];Technoeconomics & Management Research;2004-04
10 LIU Hui-hong(Faculty of Business,Ningbo University,Ningbo 315211,China);Analysis of the Investors’ Competition Strategy for Futures Markets[J];Journal of Ningbo University(Natural Science & Engineering Edition);2008-01
【Co-references】
Chinese Journal Full-text Database 10 Hits
1 CAO Fengqi, JIANG Huadong(Guanghua School of Management, Peking University, Beijing 100871, China);Research on Index Future Market Development in China[J];Journal of Peking University(Humanities and Social Sciences);2003-06
2 GAO Shang\;(Department of Electronics and Information, East China Shipbuilding Institute, Zhenjiang 212003, China);Optimization of System Reliability Based on Genetic Algorithm[J];Engineering Design;2001-03
3 QIAN Yanying(Dept. of Applied Mathematics,GDUT,Guanzhou 510090,China);Optimal Decision Portfolio Investment Under the Condition of Nonshort Sale[J];Journal of Guangdong University of Technology;2002-03
4 HE Chao-lin, WANG Xu (Dept. of Text.& Cost., Anhui Insititute of Mechanical& , Wuhu 241000, China);On the portfolio model coefficients employing the quadratic programming[J];Journal of Anhui Institute of Mechanical and Electrical Engineering;2001-02
5 Xu Dajiang;Linear Programming: The Investment Ratlo of Combined Securites with Minimality of the Largest Investment Risk[J];Systems Engineering;1993-06
6 LIU Duan,CHEN Shou,LEI Hui,ZHANG Han jiang (College of Businiss Andministration,Hunan University,Changsha 410082,China);Empirical Test of the β of Shanghai Stock 30 Index with Different Benchmark[J];Systems Engineering;2002-02
7 SHEN Long(Northwest University Xi'an 710069 China);Relationship Analysis among the Scale Size of Portfolio,Risk and Income in Shanghai Stock Market[J];Journal of University of Electronic Science and Technology of China(Social Sciences Edition);2006-06
8 ZHUANG Xin tian, HUANG Xiao yuan, LU Xin (School of Business Administration,Northeastern University,Shenyang 110004,China);Fuzzy Optimization of Securities Combination[J];Journal of Northeastern University(Natural Science);2001-02
9 LI Sen, GUO Fu, PAN De hui (School of Business Administration, Northeastern University, Shenyang 110004, China);Optimal Portfolio Investment Model Under the New Risk Concept[J];Journal of Northeastern University(Natural Science);2001-02
10 Xu Dajiang;Application of Linear Programming in the Research about the Efficient set of Secnritics Investment[J];Systems Engineering;1995-04
©2006 Tsinghua Tongfang Knowledge Network Technology Co., Ltd.(Beijing)(TTKN) All rights reserved