An Empirical Analysis of the Factors Affecting the Yield of Blue Chips in the A-Share Market

DOI

10.2991/ssmi-19.2019.49How to use a DOI?

Keywords

blue chip stocks; yield; Logit model.

Abstract

With the continuous development and improvement of the domestic stock market, the stock market has emerged such as blue-chip stocks, red-chip stocks, and blue-chip stocks. This paper takes the blue-chip stocks in the A-share market as the research object, selects the blue-chip stocks in the 2015-2017 Shanghai-Shenzhen 300 Index as the research sample, and uses the Logit model to explore the influencing factors of the blue-chip stock yield in the A-share market. The empirical results show that the factors affecting the yield of blue-chip stocks in the A-share market are market interest rate, company size, net asset growth rate, shareholding structure and valuation.

Copyright

© 2019, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Download article (PDF)

TY  - CONF
AU  - Shuaipeng Li
PY  - 2019/12
DA  - 2019/12
TI  - An Empirical Analysis of the Factors Affecting the Yield of Blue Chips in the A-Share Market
BT  - Proceedings of the 2nd International Symposium on Social Science and Management Innovation (SSMI 2019)
PB  - Atlantis Press
SP  - 149
EP  - 154
SN  - 2352-5398
UR  - https://doi.org/10.2991/ssmi-19.2019.49
DO  - 10.2991/ssmi-19.2019.49
ID  - Li2019/12
ER  -