摘要
投资者情绪一直是行为金融学研究的热点问题,而情绪测量是其首先必须面对的问题。当前有关投资者情绪测量的文献成果很多,本研究基于测量数据来源和构建方法的不同,把它们分为客观指标、主观指标和复合指标三种,并对各种方法和指标体系进行了研究梳理。最后则探讨了投资者情绪测量研究的进一步发展方向。
Investor sentiment has been a hot issue for behavioral finance, and the measurement of sentiment is an importantly problem. Currently, there are a lot of literatures about this. Based on the data’s source and construction methods, we divide them into three kinds, that is, objective index, subjective index and composite index, and give an emphasized research for them. Finally, we discuss the further development for investor sentiment measurement.
出处
《金融评论》
2010年第3期113-121,共9页
Chinese Review of Financial Studies
基金
国家自然科学基金项目(编号:70972033)
教育部人文社科项目(编号:09YJC790152)
关键词
投资者情绪
Investor Sentiment
Objective Index
Subjective Index
Composite Index
