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中国商品期货市场过度反应及反应不足现象研究

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摘要 本文通过事件分析法对中国商品期货市场中最为活跃的有色金属及农产品期货交易中存在的过度反应及反应不足现象进行了研究。结果表明,除大连商品交易所大豆期货在利空消息下存在反应不足现象外,未在其他其他情况发现非理性反应现象。研究者认为大豆期货的反应不足现象可能与其特有的政策监管措施相关。
作者 李旭 蔡萌雨
机构地区 中央财经大学
出处 《时代金融》 2017年第5期192-,195,共2页 Times Finance
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