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| 我国证券投资基金羊群行为的实证研究 | |
| 引用本文： | 王学明. 我国证券投资基金羊群行为的实证研究[J]. 财务与金融, 2010, 0(5): 37-41 |
| 作者姓名： | 王学明 |
| 作者单位： | 中南大学商学院,湖南长沙,410083 |
| 摘 要： | 论文通过LSV及其修正模型,运用2003年第一季度到2009年第四季度我国开放式证券投资基金的季度投资组合数据,对我国证券投资基金羊群行为进行了实证分析,发现我国存在较明显的羊群行为,基金卖出羊群一般明显大于买入羊群,且羊群行为在第2季度最明显。 |
| 关 键 词： | 证券投资基金 重仓股 买入 卖出 羊群行为 |
An Empirical Study about Herding Behavior of Chinese Securities Investment Funds |
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| WANG Xue-ming. An Empirical Study about Herding Behavior of Chinese Securities Investment Funds[J]. Accounting and Finance, 2010, 0(5): 37-41 | |
| Authors: | WANG Xue-ming |
| Affiliation: | WANG Xue-ming School of Business,Central South University,Changsha 410083 |
| Abstract: | Using LSV and the modified model,with the Chinese mutual funds portfolio data between the first quarter of 2003 to the fourth quarter of 2009,this paper analyzes the herding behavior of Chinese securities investment funds empirically.We find that China obviously exist herding behavior,the selling herding behavior is generally greater than buying,and herding behavior is most obvious in the second quarters. |
| Keywords: | Securities Investment Fund Stock Invested Heavily Buying Selling Herding Behavior |
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