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The Quantitative Relations between Stock Prices and Quantities of Tradable Stock Shares and Its Applications

Physics and Society 2008-12-02 v1 Statistical Finance

Abstract

This paper analyzes the quantitative relations between stock prices and quantities of tradable stock shares in Chinese stock markets at six time points by means of Exploratory Data Analysis (EDA) method. It is found the resulting formulae have the same structure but different parameters. This paper also uses these relationships in order to analyse the feasibility of policies for Chinese Government to sell the state-owned shares in Chinese stock markets.

Keywords

Cite

@article{arxiv.physics/0504002,
  title  = {The Quantitative Relations between Stock Prices and Quantities of Tradable Stock Shares and Its Applications},
  author = {Chengling Gou},
  journal= {arXiv preprint arXiv:physics/0504002},
  year   = {2008}
}

Comments

13 pages,7 figures, 3 tables