对我国大豆期货投资者认知偏差的实证研究

Perceptions of the Soybean Futures Investors: An Empirical Study on Their Deviations

认知偏差是各类金融市场上普遍存在的心理现象 ,对资产价格的形成和市场功能的发挥有着非常重要的影响。本文借鉴我国股市的分析方法 ,通过大连商品交易所大豆合约价格变动率与交易量变化率的相关分析 ,对我国大豆期货交易者认知偏差进行了实证研究。

This correlation analysis is based on the changes in contract prices of soybeans and quantities of transactions in Dalian Commodity Exchanges, by which the authors attempt to reveal the investors' deviation in their perception of the soybean futures