持股市值、持股数量、持股种类的概率分布分析

Probability Distribution Analysis on Market Value,Amount and Varities of Stocks

  • 摘要: 股民持有股票的总体情况可以从持有股票的市场价值、数量和种类这三个方面来反映。本文研究了股民的持股市值、持股数量、持股种类的概率分布,得出的结论是:对数持股市值和对数持股数量都服从两正态混合分布,持股种类服从幂分布。本文的结论对分析我国股市的市场结构、改善和加强市场监管都有较大的理论价值和现实意义。

     

    Abstract: The overall picture of stocks held by shareholders can be drawh from the market value, amount and varities of stocks. This paper studies the probability distributions of the above three aspects and reaches the following conclusions. The log stock market value and log stock amount are subject to two normal mixed distribution, stock varity is subject to power distribution. This conclusion has theoretical and practical significance to the study of the market structure, and to the improvement of market supervison.

     

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