漲停股票的投资策略研究——基于我国A股市场的研究硕士学位专业论文.docVIP

密 级 一般 分类号 F832.48 硕士学位论文 涨停股票的投资策略研究 ——基于我国A股市场的研究 学科：研究生签字： 指导教师签字：涨跌停板制度作为一种重要的风险控制制度，其主要作用是抑制股市的过度波动，稳定股票市场。我国从1996年12月16日开始实行涨跌停板制度。学术界对该制度的研究主要集中在其对股票市场的影响方面，而涨跌停现象的投资策略的研究却。 Study On Investment Strategy Of Limit Stock --Based On China A Stock Market Discipline: Regional Economics Student Signature: Supervisor Signature: Abstract As an important risk control system, price limits plays its main role to inhibit the excessive volatility and stabilize the stock market.?China’s price limits policy starts on December 16, 1996,?when the Academia begin to concentrated in its impact on the stock market ups and downs in such a system, but not much research are put in the investment strategy of limit stock. Research on the limit stock investment strategy can not only compensate for the lack of academic price limits study, but also provide a reference for investors in practice.?This paper aims to study and verify the investment strategy and its effectiveness on the basis of the analysis of domestic and foreign scholars.?This paper first describes the research status on limit stock system and the related concepts of the investment strategy; along the development of the theory of investment in securities context, and gradually explain a variety of capital market theory and its investment strategy, then explore the four major investment strategy in schools and analyze its applicability in China, which pave the way for the implementation of the limit stock investment strategy. followed by a correlation analysis on the stock limit dissection and impact factors of the limit stock price performance, the empirical part of this paper is ?designed to study limit the stocks investment strategy, the simulation test is to limit the applicability of the stock momentum trading strategy, combined with the actual situation of Chinas A stock market finance theory to explain the study results; conclus