The Study on the Plasticity Theoretical Models of the Volatility of Stock Prices

Rong Zhu; Zuo Quan Zhang; Xiao Yue Li; Xuan Wu; Su Zhang

doi:10.4028/www.scientific.net/AMR.518-523.5963

Paper Titles

Study on the Conception and Methods of Constructing Ecological Corridors of Weihe River System in Xi’an Area
p.5943

Study on Urban Public Facilities and Basic Design Points in Ageing Society of Mainland China: Based on an Elderly-Care Survey in Nanjing
p.5949

The Approach of Landscape Architecture to Ecological Recovery: A Case Study of the Planning and Design of the Li Lake Area
p.5954

The Resources of Geological Remains in Qilihai and the Discussion on the Technology of Protective Development
p.5959

The Study on the Plasticity Theoretical Models of the Volatility of Stock Prices
p.5963

“Restoration” of Eco-Waterfront under Chinese Background
p.5968

A MSPA-Based Approach of Urban Green Space System Planning
p.5972

Acer Resources of Jiangsu and their Application in Qixia Mountain
p.5980

Bibliometric Analysis of Status Quo of Wetland Science in China
p.5984

HomeAdvanced Materials ResearchAdvanced Materials Research Vols. 518-523The Study on the Plasticity Theoretical Models of...

The Study on the Plasticity Theoretical Models of the Volatility of Stock Prices

Abstract:

This paper analyzes the characteristics of the stock price fluctuation compared with elastic-plastic theory in mechanics and introduces the concept of stock equilibrium price, plasticity of stock price analogically. A basic model of the stock plasticity under the relationship between stock price fluctuation and trading volume changes is also built. Tested by 20 kinds of stocks from Shanghai and Shenzhen stock markets in China by using the econometric analysis software Eviews3.0 afterwards, the basic model is improved, and three developed models are built from it. Finally, this paper obtains more scientific and reasonable stock price plasticity model after the comparative analysis of the four previous models.

You might also be interested in these eBooks

Advances in Environmental Science and Engineering

View Preview

Info:

Periodical:

Advanced Materials Research (Volumes 518-523)

Pages:

5963-5967

DOI:

https://doi.org/10.4028/www.scientific.net/AMR.518-523.5963

Citation:

Cite this paper

Online since:

May 2012

Authors:

Rong Zhu, Zuo Quan Zhang, Xiao Yue Li, Xuan Wu, Su Zhang

Keywords:

Econometrics, Equilibrium Price, Relationship between Volume and Price, Stock Price, Stock Price Plasticity

Export:

RIS, BibTeX

Price:

Permissions CCC:

Request Permissions

Permissions PLS:

Request Permissions

Сopyright:

Citation:

References

[1] Oshorne M F M. Brownian mot ion in the stock market [J] . Operations Research

Google Scholar

[2] Wang Xuefeng，Li Yue．Plasticity model of stock price and its econometric analysis[J]. Journal of Harbin University of Commerce，2005，6(21)：806-810．

Google Scholar

[3] Ma Xiaojia．Price-volume Relation Model Based on Material Distortion Theory [D].DaLian：Dalian University of Technology，2007.

Google Scholar

[4] Wang Xuefeng. Stock Price Elastic and Plastic theory and References[M].Harbin：Harbin Institute of Technology Press，2009.

Google Scholar

[5] Zhai Aimei，Wang Xuefeng，Feng Yingjun： The Study of Stock Price Plasticity Model Theory[J]．Journal of Harbin Institute of Technology，2005，(9)：1277--1279.

Google Scholar

[6] He Huaqing：Econometrical model of stock price plasticity property and empirical examination[J]．Journal of YanShan University，2006，30(2)：125—131．

Google Scholar

[7] Zhai Aimei．Study on Stock Price Elastic and Plastic Theory[D].Harbin：Harbin Institute of Technology，2007.

Google Scholar