Author: 1.Xia Tian

(CollegeofCommerceofHuaQiaoUniversity,QuanZhou,FuJian,China362021)

Abstract:This article choose theShangHaistock complex index, the ShenZhen componential stock index as well as the draw an item at random ten single stocks in our country based on the CARR model which Chou was proposed in 2005 to carry on the examination between the trading volume and the stock price again. The research found that the CARR model has the good fitting ability to Our country Stock market's stock price volatility property. In under CARR model analysis frame, regardless of the stock index or the single stock, the trading volume as the information agency variable always has the good explanation function to the stock price volatility property. This indicated the different information collection has the important influence function to study the this relationship and promulgates more information have the extremely important practical significance.

Key word: CARR model; the volatility; the trade volume;