| 估计被锁定流通股数量的一种定量分析方法及其实证研究 |
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| 引用本文： | 翟爱梅,王雪峰,何华庆,冯英浚.估计被锁定流通股数量的一种定量分析方法及其实证研究[J].预测,2006,25(1):56-62. |
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| 作者姓名： | 翟爱梅 王雪峰 何华庆 冯英浚 |
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| 作者单位： | 哈尔滨工业大学,管理学院,黑龙江,哈尔滨,150001 |
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| 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。
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| 关 键 词： | 股价塑性模型 量价关系 市场操纵 锁定量 |
| 文章编号： | 1003-5192（2006）01-0056-07 |
| 收稿时间： | 2005-09-13 |
| 修稿时间： | 2005-09-13 |
A Quantitative Analysis Method on Identifying the Locked Quantity of Capital Stock in Circulation and Its Empirical Analysis |
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| ZHAI Ai-mei,WANG Xue-feng,HE Hua-qing,FENG Ying-jun.A Quantitative Analysis Method on Identifying the Locked Quantity of Capital Stock in Circulation and Its Empirical Analysis[J].Forecasting,2006,25(1):56-62. |
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| Authors: | ZHAI Ai-mei WANG Xue-feng HE Hua-qing FENG Ying-jun |
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| Institution: | School of Management, Harbin Institute of Technology, Harbin 150001, China |
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| Abstract: | 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. |
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| Keywords: | stock price plasticity model price-volume relation market manipulation locked quantity of capital stock in circulation |
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