基于经济周期的大小盘股票风格研究

    Large and Small Cap Stocks Styles Research based on Economic Cycle

    • 摘要: 利用Logistic 模型分析在经济周期中不同市场的变量,尤其是市场流动性和物价水平与大盘股的表现之间的关系,发现存在内在规律。Logistic 模型对大小盘风格预测的效果比较理想,可以使用这些因素来实现大盘股和小盘股风格的预测,有效用来指导制定交易和投资策略。

       

      Abstract: The article uses Logistic model to analyze the different market variables in the economic cycle, especially, therelationship between the market liquidity, price level and the performance of large-cap stocks, from which the inherent law is found.The effects of Logistic model in predicting the size of cap-style is ideal, these factors can be applied for the forecast of the styles oflarge-cap stocks and small-cap stocks effectively ,and then for the guidance of the development of trade and investment strategies.

       

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