Proceedings of the 2014 International Conference on Education Technology and Information System (ICETIS 2014)

The correlation empirical analysis of China Citic Bank stock coefficient and stock value

Authors
XiuWen Lan, Fengfeng Ren
Corresponding Author
XiuWen Lan
Available Online August 2014.
DOI
10.2991/icetis-14.2014.6How to use a DOI?
Keywords
coefficient; China Citic Bank; stock prices
Abstract

coefficient, a kind of risk index, is used to measure individual stocks or whole price volatility of stock funds relative to the stock market. The greater its absolute value is, the greater its earnings change than the change range of broader market; The smaller the absolute value is, the smaller the earnings change than that of broader market. Based on the data of China Citic Bank (601998) between January 2008 and December 2008, this paper revealed China Citic Bank share prices’ sensitivity of the overall stock market fluctuations through CAPM model and least squares regression.

Copyright
© 2014, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2014 International Conference on Education Technology and Information System (ICETIS 2014)
Series
Advances in Intelligent Systems Research
Publication Date
August 2014
ISBN
10.2991/icetis-14.2014.6
ISSN
1951-6851
DOI
10.2991/icetis-14.2014.6How to use a DOI?
Copyright
© 2014, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - XiuWen Lan
AU  - Fengfeng Ren
PY  - 2014/08
DA  - 2014/08
TI  - The correlation empirical analysis of China Citic Bank stock coefficient and stock value
BT  - Proceedings of the 2014 International Conference on Education Technology and Information System (ICETIS 2014)
PB  - Atlantis Press
SP  - 21
EP  - 25
SN  - 1951-6851
UR  - https://doi.org/10.2991/icetis-14.2014.6
DO  - 10.2991/icetis-14.2014.6
ID  - Lan2014/08
ER  -