The Regression Analysis of Stock Market Investment Yield with Introduction of Dummy Variable

摘要：

In recent years, the huge domestic and foreign stock market fluctuation makes the risk of stock market investment more prominent. Since the rise of the stock market, the domestic and foreign scholars has done a lot of research on the factors influencing investment risk in the stock market, but the researches have ignored the impact of industry types on earnings per share. Therefore, this article on account of many factors affecting the earnings per share, takes listed companies in Northwest, through the way of the principal component analysis to capture key factors. Then, regression analysis of key factors. Finally, adding industry types, the dummy variables, to regression analysis, the results show that the industry type contributes to the companys earnings per share.

关键词： Principal Component Analysis Regression Analysis Dummy Variables

作者: Rong Ding Liping Qin Juan Wang

作者单位: Economics Research center, Northwestern Polytechnical University Xian,China Xian Shiyou University Xian,China

会议类型: 国际会议

会议名称: 2010 4th International Conference on Intelligent Information Techonlogy Application(第四届智能信息技术应用国际学术研讨会 IITA 2010)

会议地点: 秦皇岛

会议语种:英文

页码: 479-482

在线出版日期: 2010-11-05（万方平台首次上网日期，不代表论文的发表时间）