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在我国证券市场上,上证综合指数是衡量股市动态的最基本也是最重要的指标.对这一指数及其收益率进行分析,有利于投资者更加了解股票市场的动态,掌握其发展趋势。本文选取2005年1月至2015年9月期间的月度数据为样本,以上证综合指数收益率为因变量,宏观经济中的主要影响因素为自变量,运用Eviews对各种因素影响上证综指收益率的方向和程度进行实证研究。
In China’s securities market, the Shanghai Composite Index is the most basic and important measure of the stock market dynamics.Analysis of this index and its yield will help investors better understand the dynamics of the stock market and grasp its development trend. This paper selects the monthly data from January 2005 to September 2015 as the sample, the Shanghai Composite Index returns as the dependent variable, the main macroeconomic factors for the independent variables, the use of Eviews on the various factors that affect the Shanghai Composite Index revenue Rate of the direction and degree of empirical research.