Proceedings of the 3rd International Conference on Mathematical Statistics and Economic Analysis, MSEA 2024, May 24–26, 2024, Jinan, China

Research Article

Construction and Validation of Industry Prosperity Model in the Chinese Stock Market

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  • @INPROCEEDINGS{10.4108/eai.24-5-2024.2350205,
        author={Zanqian  Lu and Yonghao  Li},
        title={Construction and Validation of Industry Prosperity Model in the Chinese Stock Market },
        proceedings={Proceedings of the 3rd International Conference on Mathematical Statistics and Economic Analysis, MSEA 2024, May 24--26, 2024, Jinan, China},
        publisher={EAI},
        proceedings_a={MSEA},
        year={2024},
        month={10},
        keywords={industry prosperity industry rotation correlation chinese stock market},
        doi={10.4108/eai.24-5-2024.2350205}
    }
    
  • Zanqian Lu
    Yonghao Li
    Year: 2024
    Construction and Validation of Industry Prosperity Model in the Chinese Stock Market
    MSEA
    EAI
    DOI: 10.4108/eai.24-5-2024.2350205
Zanqian Lu1, Yonghao Li2,*
  • 1: Liaoning University
  • 2: Wuhan University
*Contact email: 395665106@qq.com

Abstract

Within the intricate and ever-evolving tapestry of China's equity market, the discernment of high-potential listed entities remains a linchpin for investors in their quest for superlative returns. This study reconstructs an industry prosperity model and explores the correlation between industry prosperity and returns, aimed at enhancing the efficiency of investment returns. Selecting the Chinese stock market as the study platform, this study meticulously develops an industry rotation investment model based on industry prosperity. Experimental results confirm the effectiveness of the constructed prosperity model in identifying efficient industries and grasping market trends, significantly enhancing investor returns. This study not only provides profound theoretical insights but also, through empirical studies, deepens the understanding of industry dynamics in the Chinese stock market, offering valuable guidance for optimizing investment portfolio strategies.