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我国股票市场羊群行为实证研究 被引量:5

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摘要 金融市场中的羊群行为是一种非理性的行为,对于投资者的效用和整个市场的稳定都有着消极的作用。文章通过三种实证方法对深沪两市股票市场的羊群行为进行了实证检验,发现在2004年以前深沪两市A股市场存在着显著的羊群行为,但在随后的近几年里,羊群行为并不显著。最后,文章探讨了影响中国股票市场羊群行为的几点原因。
作者 于鑫
出处 《生产力研究》 CSSCI 北大核心 2008年第7期49-51,共3页 Productivity Research
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参考文献11

  • 1Brett Trueman,Analyst Forecasts and Herding Behavior,Review of Financial Studies.Spring,1994.
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二级参考文献4

  • 1Bing Liang,J Business,1999年,72卷,1期
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二级引证文献10

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