吉首大学学报(自然科学版)

• 经济 • 上一篇    

A股市场涨停限制下的短线投资策略

袁超权,邓雨露,张勇   

  1. (1.吉首大学数学与统计学院,湖南 吉首 416000;2.中共张家界市委党校,湖南 张家界 427000)
  • 出版日期:2020-07-25 发布日期:2020-10-27
  • 通讯作者: 张勇(1976—),男,湖南怀化人,吉首大学数学与统计学院副教授,博士,主要从事金融工程研究.
  • 基金资助:

    国家自然科学基金资助项目(11461027);吉首大学研究生科研创新项目(JDY09)

Short-Term Investment Strategies Under Stock Trading Limit in A-Share Market

YUAN Chaoquan, DENG Yulu, ZHANG Yong   

  1. (1. School of Mathematics and Statistics, Jishou University, Jishou 416000, Hunan China; 2. Party School of Zhangjiajie Committee of Communist Party of China, Zhangjiajie 427000, Hunan China)
  • Online:2020-07-25 Published:2020-10-27

摘要:

为了明确涨停股在未来交易日仍普遍具有持续上涨潜力的原因,帮助高风险偏好的短线投资者提升对涨停股追涨获利的概率,从涨停股公司基本面、涨停驱动因素、涨停股属性、涨停强度及效应、国内外股市表现、技术指标与资金介入状况等6个维度构建了涨停股短线投资策略评价指标体系,并利用层次分析法确定了各指标的权重.根据指标权重结果,针对短线投资者提出了涨停股投资策略.

关键词: A股市场, 涨停股, 短线投资, 评价指标体系, 层次分析法

Abstract:

In order to clarify the reason why trading stocks still generally have the potential to continue to rise in the future trading days and help short-term investors with high risk preference to increase the chances of making profit from the rise of trading stocks, this paper constructs an evaluation index system of short-term investment strategy of trading stock from six dimensions:  the fundamentals of trading stock companies, the trading driving factors, the trading stock attributes, the trading intensity and effect,the performance of the domestic and foreign stocks markets, the technical indicators and the capital intervention.Meanwhile, this paper determines the weight of each index according to the AHP. According to the result of index weight, this paper puts forward the investment strategy of daily limit stocks for short-term investors.

Key words: A-share market, stock trading limit, short-term investment, evaluation index system, analytic hierarchy process

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