| 中国股票收益与通货膨胀的关系研究 |
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| 引用本文： | 滕飞.中国股票收益与通货膨胀的关系研究[J].松辽学刊,2008,29(2):75-77. |
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| 作者姓名： | 滕飞 |
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| 作者单位： | 吉林师范大学数学学院,吉林四平136000 |
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| 摘 要： | 本文对中国证券市场股票收益率与通贷膨胀率之间的关系进行实证研究.得出在中国股票市场上,股票实际收益可与通贷膨胀率存在微弱的正相关关系,而这与发达资本市场上二者显著的负相关关系差异很大.
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| 关 键 词： | 相关系数 通货膨胀率 最小二乘法 收益率 费雪效应 |
| 文章编号： | 1000-1840-(2008)02-0075-02 |
| 修稿时间： | 2007年12月24 |
The Research on Relationship of Inflation and Stock Returns in China |
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| TEN Fei.The Research on Relationship of Inflation and Stock Returns in China[J].Songliao Journal (Natural Science Edition),2008,29(2):75-77. |
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| Authors: | TEN Fei |
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| Institution: | TEN Fei( School of Mathematis, Jilin Normal University, Siping 136000, China) |
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| Abstract: | This paper rearch on the relationship between the stock return and the inflation rate in Chinese stock market, made the conclusion that there is a faint positive correlation between them, but is different from the negative correlation in the developed capital merket. |
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| Keywords: | mutuality rate of inflation fisher effect returns of stock ordinary least square |
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