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中国共同基金的行业羊群行为研究 被引量:4

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摘要 文中利用2012年的第三季度至2013年第三季度我国开放式基金重仓股持股数据,运用经典的LSV方法,计算了我国市场上整体和各个行业的羊群行为指标以及买入羊群行为指标和卖出羊群行为指标,创新性地分行业实证检验中国共同基金的羊群行为,并得出结论。
作者 陈静 田悦红
出处 《中国市场》 2015年第21期178-183,共6页 China Market
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参考文献5

  • 1饶育蕾,盛虎.行为金融学[M].北京:机械工业出版社,2012.
  • 2崔巍.金融市场中羊群行为的模拟研究及启示[J].北京大学学报(哲学社会科学版),2009,46(6):68-74. 被引量:5
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二级参考文献7

  • 1Banerjee, Abhijit V, A Simple Model of Herd Behavior, The Quarterly Journal of Economics, Vol. 107, 1992, 797-817.
  • 2Bikhchandani, Sushil; Hirshleifer, David and Welch, Ivo, A Theory of Fads, Fashion, Custom, and Cultural Change as Informational Cascades, The Journal of Political Economy, Vol. 100, 1992, 992-1026.
  • 3Seharfstein, David and Jeremy Stein, Herd Behavior and Investment, American Economic Review, 80, 1990, 465-479.
  • 4Maug,Ernst and Narayan Naik, Herding and Delegated Portfolio Management, Mimeo, 1996, London Business School.
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  • 6Graham, John R., Herding among Investment Newsletters: Theory and Evidence, Journal of Finance, 54, 1999, 237- 268.
  • 7Anderson, Lisa R. and Holt, Charles A., Information Cascades in the Laboratory, The American Economic Review, Vol. 87, No.5,1997, 847-862.

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