A Study On The Influencing Factors Of Stock Trading Volume On Stock Returns

There has been a lot of hot topics in the financial field,and the relationship between stock returns and volume is one of them.It has a negative impact on the investment portfolio and investment behavior of stock investors.The accurate analysis of the relationship between stock yield and transaction quantity not only helps to deepen the understanding of the microstructure of financial market,explains the empirical distribution of reasonable transaction price,but also has certain guiding significance to judge the market trend.Yield and trading volume are the commonly used indicators of price and price research,so the use of econometric methods to study the Shanghai and Shenzhen 300 Index constituent stocks the relationship between the yield trading volume.In this paper,the stock of non-financial institutions in Shanghai and Shenzhen 300 Index is taken as the object of study,and the relationship between volume and price of capital market in China is revealed by the method of regression analysis from the correlation between stock volume and yield.The first chapter is the introduction part,mainly on the research background and significance of the article,research methods and research content and possible innovation to do a brief introduction;the second chapter is the literature review,mainly on the relationship between domestic and foreign research The third chapter is mainly the selection of indicators and the design of the model,including the choice of model variables and the design of the regression model;the fourth chapter is the transaction volume and stock returns.The third chapter is the main theory of the article,The analysis of the rate,the distinction between the regression of the plate,and the regression analysis of different plate analysis and comparison;the fifth chapter is mainly summarized and recommendations,summarize the views of this article,and make recommendations on the market.