| 我国上市公司风险—回报的相关关系研究 |
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| 引用本文： | 曾进刘勇. 我国上市公司风险—回报的相关关系研究[J]. 北京工商大学学报(社会科学版), 2008, 23(2): 99-103 |
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| 作者姓名： | 曾进刘勇 |
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| 作者单位： | 1. 中国人民大学,商学院,北京,100872
2. 北京工商大学,商学院,北京,100037 |
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| 摘 要： | 在对我国上市公司风险-回报的相关关系进行了实证研究后发现,在1996-2000和2001-2005两个时间段上,我国上市公司的风险-回报无论是在整体层面还是在行业层面均呈显著的负相关关系。文中对这一关系的行业特征和动态特征进行了进一步的研究,并对产生这种反常现象的原因进行了讨论。
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| 关 键 词： | 风险-回报 负相关 |
| 文章编号： | 1009-6116(2008)02-99-05 |
| 收稿时间： | 2008-01-15 |
| 修稿时间： | 2008-01-15 |
Research on Risk-Return Correlation of China's Listed Companies |
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| Zeng Jin & Liu Yong. Research on Risk-Return Correlation of China's Listed Companies[J]. Journal of Beijing Technology and Business University:Social Science, 2008, 23(2): 99-103 |
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| Authors: | Zeng Jin & Liu Yong |
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| Affiliation: | 1.Business School,Renmin University of China,Beijing 100872,China; 2.Business School,Beijing Technology and Business University,Beijing 100037,China |
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| Abstract: | This paper studies the risk-return correlation of China's listed companies.The empirical research finds that there exists a negative correlation between risk and return in China's listed companies across and within the industries during both 1996-2000 and 2001-2005.It makes a further study on the industrial and dynamic characteristics of such relationship.Moreover,it discusses the reasons for the abnormal phenomenon. |
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| Keywords: | risk-return negative correlation |
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