基于半参数模型的绿色基金市场赎回异象研究

Research on the Redemption Anomalies of Green Fund Market Based on Semi Parametric Model

本文从wind数据库中选取基金简称中含有“绿色”、“环保”、“低碳”、“美丽”、“新能源”字样的绿色基金,并将样本期间确定为2018年1月至2021年6月,共14个季度的面板数据,通过半参数可加模型进行分析。研究结果显示,我国绿色基金市场上并不存在所谓的赎回异象。

This paper selects green funds with the words"green","environmental protection","low-carbon","beautiful"and"new energy"in the fund abbreviation from the wind database,and determines the sample period as January 2018 to June 2021.A total of 14 quarters of panel data are analyzed through a semi parametric additive model.The results show that there is no so-called redemption anomaly in China's green fund market.