我国商品期货市场中“即日交易者”过度自信的实证检验被引量：3

An Empirical Study on the Overconfidence of the Day Traders in Chinese Commodity Futures Market

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摘要通过对我国商品期货市场上“即日交易者”交易频率和收益情况的研究,发现此类投资者中存在过度自信现象,且投资者的过度自信程度与其交易频率之间呈倒“U”型曲线关系。 This paper analyzes the trade frequency and gains of the day traders in commodity futures market of our country. It was found that overconfidence really exists in the day traders, and the degree of overconfidence and the trade frequency presents inversed U＇curve.

作者刘志新薛云燕

机构地区北京航空航天大学经济管理学院

出处《软科学》 CSSCI 2007年第3期30-33,共4页 Soft Science

基金教育部新世纪优秀人才支持计划项目(NCET050184) 国家自然科学基金项目(70521001)

关键词过度自信即日交易者行为金融学 overconfidence day traders behavioral finance

分类号 F832.5 [经济管理—金融学]

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参考文献9

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