摘要
按照股市崩盘形成的具体原因,将国外从信息不对称角度研究股市崩盘现象的主要理论模型分为流动性缺乏模型、多均衡与太阳黑子模型、块状信息聚集模型、羊群效应变形模型和泡沫破裂模型5类进行综述,介绍了国外的主要实证研究,并在此基础上指出中国学者进行股市崩盘研究的可能方向。
According to the causes of stock market crash, the authors study the principal theoretical model of stock market crash by dividing the model into five different models from the perspective of information asymmetry, and a review is made on the five types of models. Foreign empirical studies are introduced, and possible future prospects on stock market crash for Chinese scholars are proposed.
出处
《云南财经大学学报》
CSSCI
北大核心
2011年第6期89-94,共6页
Journal of Yunnan University of Finance and Economics
基金
教育部科技创新工程重大项目培育资金项目(708015)
关键词
股市
崩盘
信息不对称
Stock Market
Crash
Information Asymmetry
