投资者异质信念与中国股市收益

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摘要本文研究了投资者异质信念对于股市后期收益率的影响。从行为金融角度以卖方分析师的一致预期作为投资者异质信念的度量,并基于Fama的研究从市值,市净率,以及动量将股票分为三个组别,观测了其三个月之后的收益变化。

作者王俊杰

机构地区复旦大学经济学院

出处《中国外资》 2013年第6期171-171,共1页 Foreign Investment in China

关键词异质信念行为金融收益率

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中国外资

2013年第6期

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