2013•West China FinanceRequires access

The Research on the Systematic Risk of A-share Market

Wen Yuechun

Abstract

Combining with the domestic and foreign researches on the systematic risk and the actual situation of stock market in China,the paper makes an empirical analysis and evaluation on the systematic risk of Shanghai A-share market by means of β coefficient method.And then,the paper discusses the causes of the results of above analysis,and the characteristics and factors of the systematic risk in Shanghai A-share market.At last,relevant policy suggestions on how to effectively control the systematic risk of A-share market are raised.

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Available abstract

Key concepts: Systematic risk, Market risk, Market share, Security market line, Stock market, China, Market share analysis, Business