文献类型：期刊文章

作　　者：马树才[1] 宋丽敏[1] 王威

机构地区：[1]辽宁大学经济管理学院统计学系

出　　处：《统计研究》

年　　份：2000

卷　　号：17

期　　号：8

起止页码：24-28

语　　种：中文

收录情况：BDHX、BDHX1996、CSSCI、CSSCI2000_2002、NSSD、RWSKHX、SKJJZZ、核心刊

摘　　要：Whether the capital asset pricing in Shanghai stock market from Nov.1996 tp now confroms to APT is inspected positively in this thesis.We obtain the result with the help of modern investment porfolio theory.It proves that the asset price of Shanghai stock market adheres to APT,that is,Shanghai share price is related to not only stock market systematic risk,but also other market general risk factors.This conclusion is consistent with that of Yang chaojun,who once inspected positively Shanghai stock market with CAPM.It also warns the stock investors to care for stock internal risk ahd market systematic risk,like the influnce of stock market general index on stock price.At the same time,they also have to observe the influnce of other general risk factors like industry.

关 键 词：股票市场 股票价格 套利定价模型 中国  影响因素

分 类 号：F832.51[金融学类]