Economics Essay代写:股票模型

Keywords:Economics Essay代写

Economics Essay代写:股票模型 检验CAPM模型、股票数据七月2005和十二月2008之间从上海证券市场分析。

（1）选择市场指数。

实践表明，上海综合指数，可以反映变化的整体市场和股票市场的发展趋势，更准确，符合CAPM模型所描述的市场组合。我们选择上海综合指数的另一个原因是，到目前为止，该指数已为市场收益率计算提供了大量数据。
Practice shows that the Shanghai composite index, which can reflect the change of the overall market and development trend of the stock market more accurately, conforms to the market portfolio described by CAPM model. Another reason why we choose the Shanghai composite index is that so far the index has provided large amounts of data for market yield calculating.


（2）选择无风险利率

由于利率经常变动2005至2008，加权平均为3个月存款利率为2005和2008之间被选择为无风险利率。

（3）选择样本股

选取上海股市40种行业中的每一种，选取40只股票作为样本股票。采用随机方法进行选择，过多的加权股票对市场有明显的影响可以避免。而所选股票的数据则保证从2005七月至十二月持续2008。
40 stocks are chosen as sampled stocks from each of 40 kinds of industry listed in Shanghai stock market. The selection was made by using the method of random, too many weighted stocks which have obvious influence on the market can be avoid. And the selected stocks’ data are guaranteed to be continuous from July 2005 to December 2008.

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