上市公司“庄股跳水”预测模型的实证分析

预防"庄股跳水"是投资者在中国股市中生存的必修课,同时也是股市行为研究的难点之一.本文选取2000年到2003年深市遭遇跳水行情的股票及与之相对应的非跳水股票各31只股票为样本,运用t检验、判别分析和主成分分析等多种计量方法和模型对两类股票的各种重要指标进行了详细分析、比较及预测.实证研究发现两类股票的各种重要指标存在重大差异,并且模型能够以较高的准确率预测"庄股跳水".

An Empirical Analysis on A Model of Predicting Which Corporate will be Controlled by Investors and It's Stocks will Collapse

It is necessary and difficult to predict which corporate will be control by investors and it's stock will collapse for all stock owner in Chinese stock market.This paper collect 31 collapsed stocks and 31 corresponding no-collapsed stocks in Shenzhen stock market of china from 2000 to 2003.We will compare and analyze their varied characters based T test,principal components analysis and discriminant analysis ect.Our conclusion is that the two kinds of stock distinguish each other apparently and our model can predict which corporate will be control by investors and it's stocks will collapse accurately.