| 影响上海股市的因素筛选和统计分析 |
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| 引用本文： | 叶中行,柯春雷.影响上海股市的因素筛选和统计分析[J].上海交通大学学报,1998,32(3):133-135. |
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| 作者姓名： | 叶中行 柯春雷 |
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| 作者单位： | 上海交通大学应用数学系 |
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| 基金项目： | 国家自然科学基金,上海市科委重点项目,SAS公司资助项目 |
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| 摘 要： | 为定量分析上海股市发展的内在机制以及宏观经济因素对股市的影响，特选取１８个表征股市的内部因素和６个与股市有关的宏观经济因素进行相关分析和因子分析，筛选出影响上海股市的１０余个主要因素．通过因子分析得到代表上海股市变化的几个主因子，为进一步研究股市扩容奠定基础．
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| 关 键 词： | 金融 股市 相关分析 因子分析 主成分分析 |
Factor Selection and Statistical Analysis of Shanghai Stock Market |
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| Ye Zhongxing,Ke Chunlei,Li Ning.Factor Selection and Statistical Analysis of Shanghai Stock Market[J].Journal of Shanghai Jiaotong University,1998,32(3):133-135. |
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| Authors: | Ye Zhongxing Ke Chunlei Li Ning |
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| Abstract: | To analyze the essence of the development of Shanghai stock market and the influence of macroeconomic factors on it, the correlation and factor analysis with 18 internal variables describing the stock market and 6 related macroeconomic variables is conducted. Accordingly,the principal variables are picked out as the basis for further study of the expansion strategy for Shanghai stock market. |
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| Keywords: | finance stock market correlation analysis factor analysis principal analysis |
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