探索性因子分析法
探索性因子分析法
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接着利用中国上市A股的数据采用探索性因子分析法提取公共因子,并采用两路径回归法对APT模型进行实证检验,得出APT弱适用于中国的上海股票市场的结论。
Proposed the shortcoming in CAPM empirical research in order to propose APT , Then , extracted common factor which used A stock data in shanghai stock exchange market , and tested APT with two-path regression . The results showed that APT weak applies in Chinese Shanghai stock exchange market .
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方法:对已建立的指标体系,用探索性因子分析法进行结构效度分析。
Methods : Using the exploratory factor analysis method , we evaluated the construct validity of the constructed performance index system .