| 证券市场行业研究的新进展与评述 |
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| 引用本文： | 袁军,杨成. 证券市场行业研究的新进展与评述[J]. 科学．经济．社会, 2010, 28(2): 72-77 |
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| 作者姓名： | 袁军 杨成 |
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| 作者单位： | 1. 上海工程技术大学,管理学院,上海,201620
2. 上海财经大学,金融学院,上海,200439 |
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| 基金项目： | 上海市高校选拔培养优秀青年教师科研专项基金，上海工程技术大学校级科研启动基金的资助 |
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| 摘 要： | 证券市场行业研究理论与方法包括行业竞争的五力分析、资产组合理论以及资本资产定价理论在行业资产组合中的应用等,但是仍然不能解决行业资产战略配置中的理论指导问题,因此近年来基于行为金融和市场微观结构理论的行业价格指数的各种研究方法和理论不断完善了行业研究理论。但这些研究也存在理论体系不完整的缺陷,因此未来的研究方向是在理论内部整合的基础上,走向与传统行业资产研究理论与方法的融合。
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| 关 键 词： | 行业研究 资产定价 波动率溢出 行业效应 证券市场 |
Sector Research on Stock Market: A Review and Prospects |
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| YUAN Jun,YANG Cheng. Sector Research on Stock Market: A Review and Prospects[J]. Science Economy Society, 2010, 28(2): 72-77 |
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| Authors: | YUAN Jun YANG Cheng |
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| Affiliation: | 1 Shanghai University of engineering science,school of management,Shanghai,201620,China;2 shanghi university of finance and economics,school of finance,shanghai,200439,China) |
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| Abstract: | Theories and methods about sector research on stock market includes five forces affecting competitive strategy,asset portfolio and capital asset pricing models and so on,but yet can not provide all theoretical direction for strategic allocation of sector assets.Therefore,Out come all kinds of Theories and methods on the basis of behavioral finance and micro-structure of stock market.However,these theories still exist such drawbacks as Incompletion of theories Future direction to research is that two types theories are combined with traditional theories and methods by integrating various theories of sector research. |
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| Keywords: | Sector Research Asset Pricing Volatility Spillovers Sector Effect Stock Market |
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