主力交易行为结构模型的构建:盘口异动的视角

发布时间：2018-03-05 02:01

本文选题：个股主力　切入点：交易行为　出处：《华东经济管理》2017年03期 　论文类型：期刊论文

【摘要】：文章基于盘口异动和行为金融的视角,研究个股主力的交易行为是股市研究的热点问题。总结了国内外的已有相关研究文献,并借鉴了已有成果的研究理念和方法,从盘口异动的细节数据和微观数据入手,应用大系统的研究思想和研究方法,提出了基于盘口异动的主力交易结构模型(文中定义为第0类的主力交易结构模型),并用数学的程式化语言和结构化的图表语言对模型进行了详细说明和解释。文中构建的主力交易结构模型(W_n)主要包括八大指标或因素:研究假设(H_1),界定概念(C2),盘口异动(X_1),主力心理(Y_1),主力行为(Y_2),主力交易特征(Z_3~0),股价波动特征(P_3~0),主力交易结构模型(W_n);并对该模型以及模型指标的含义进行了深入阐述。本文所构建的主力交易结构模型将为后续研究提供重要理论基础。
[Abstract]:Based on the perspective of disengagement and behavioral finance, this paper studies the main trading behavior of individual stock is a hot issue in stock market research, summarizes the relevant research literature at home and abroad, and draws lessons from the existing research ideas and methods. Starting with the detailed data and microcosmic data, the author applies the research ideas and methods of the large-scale system. This paper puts forward the main trading structure model based on the change of diskette (defined in this paper as Class 0), and explains the model in detail with mathematical programming language and structured chart language. The main trading structure model constructed in this paper mainly includes eight main indicators or factors: research hypotheses, define the concept of C _ 2 / T, define the concept of "C _ 2N", change the mouth of the market, change the meaning of "X1D", the main psychology of "YStud", the main behavior of the main body, the characteristics of the main trading, the characteristics of the main trading, the characteristics of the stock price fluctuation, the characteristics of the stock price fluctuation P3O / 0, the main trading knot. The definition of the model and the index of the model are discussed in depth. The main trading structure model constructed in this paper will provide an important theoretical basis for further research.
【作者单位】：同济大学经济与管理学院;上海海洋大学工程学院;香港理工大学商学院;
【基金】：国家自然科学基金项目(70971099;71371144) 中央高校基本科研业务费专项资金项目(1200219198) 上海市科技发展基金软科学研究博士生学位论文资助项目(12692193000) 上海市哲学社会科学规划课题一般项目(2013BGL004) 2016上海市教委高校教师培养计划专项(B1-5407-15-0001-12) 上海市优秀技术带头人计划项目(14XD1424300) 国家海洋局2013年专项(SHME2013JS01)
【分类号】：F832.51

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