| 基于经济周期的大小盘股票风格研究 |
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| 引用本文： | 黄付生,吴启权. 基于经济周期的大小盘股票风格研究[J]. 北京理工大学学报(社会科学版), 2010, 12(5): 23-26 |
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| 作者姓名： | 黄付生 吴启权 |
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| 作者单位： | 1.中央财经大学 经济学院, 北京 100081 |
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| 基金项目： | 国家自然科学基金资助项目(70771076);国家杰出青年科学基金资助项目(70225002) |
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| 摘 要： | 利用Logistic 模型分析在经济周期中不同市场的变量，尤其是市场流动性和物价水平与大盘股的表现之间的关系，发现存在内在规律。Logistic 模型对大小盘风格预测的效果比较理想，可以使用这些因素来实现大盘股和小盘股风格的预测，有效用来指导制定交易和投资策略。
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| 关 键 词： | 风格投资 Logistic 预测 大盘股 |
| 收稿时间： | 2010-03-19 |
Large and Small Cap Stocks Styles Research based on Economic Cycle |
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| HUANG Fu-sheng and WU Qi-quan. Large and Small Cap Stocks Styles Research based on Economic Cycle[J]. Journal of Beijing Institute of Technology(Social Sciences Edition), 2010, 12(5): 23-26 |
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| Authors: | HUANG Fu-sheng and WU Qi-quan |
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| Affiliation: | 1.School of Economics, Central University of Finance and Economics, Beijing 100081 |
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| Abstract: | The article uses Logistic model to analyze the different market variables in the economic cycle,especially,the relationship between the market liquidity,price level and the performance of large-cap stocks,from which the inherent law is found.The effects of Logistic model in predicting the size of cap-style is ideal,these factors can be applied for the forecast of the styles of large-cap stocks and small-cap stocks effectively,and then for the guidance of the development of trade and investment strategies. |
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| Keywords: | style investment Logistic forecast large-cap stock |
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