影响股市整体价格走势的因素都要通过股票交易活动来实现,具体表现为股票交易笔数、总成交量和总成交额等.本文运用EGARCH模型对该问题分析,发现我国股市受预期行为影响明显,表现在上证综合指数与前期的平均单笔成交量和平均单笔成交额具有明显的关系.%Those factors influencing the stock market price index all will carry out through bargain activity, which can be manifested by the number of trades, the trading volume, the trading value of stock, and so on. Our stock market still exists manipulate behavior in some extent; the performance is that the stock price index had an obvious relation with the average trading volume and value of every bargain.
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