我国大盘蓝筹股收益率的影响因素研究

北京理工大学珠海学院2020届本科生毕业论文A Study on the Influencing Factors of the Return Rate ofChina's Large Cap Blue Chips-Empirical analysis based on SSE 50 stocksABSTRACTIn this paper,an empirical analysis of the yield of market index blue chip stocksis conducted by synthesizing the knowledge learned through classroom andextra-curricular studies.In order to empirically analyze the factors affecting the yieldof market index blue-chip stocks,44 stocks in the SSE(Shanghai Stock Exchange)50index were selected as the study sample,and the stock yield was used as the studyobject,multiple factors were selected to form a new independent variable through theprincipal component analysis descending dimension,then the analysis of the effect ofthe new independent variable on the stock yield was obtained,and the regressionmodel of the original variable on the stock yield was finally constructed.For theinnovation point of this paper,we have processed the data while splitting the indicatorand the stock time window (2013-2019).With the help of SPSS software,weanalyzed the factors affecting the 44 stocks in the SSE 50 index,which resulted in thefactors affecting the yield of market index blue chip stocks in the broader market.Based on the empirical results,combined with the qualitative and quantitative analysisand the actual situation of the Chinese stock market,this paper summarizes and makesrelevant recommendations to investors,listed companies and macroscopic policymakers.Keywords:Large blue chips Stock market,stock returns,influencing factors,empirical resea