| 行为金融与我国股票市场的实证检验 |
| |
| 引用本文： | 刘志国.行为金融与我国股票市场的实证检验[J].广西经济管理干部学院学报,2005,17(3):43-46. |
| |
| 作者姓名： | 刘志国 |
| |
| 作者单位： | 山东财政学院金融系,济南,250022 |
| |
| 摘 要： | 我国股票市场的投资主体以个人投资者占绝大多数,有着较高换手率和市盈率,且信息严重不对称,由此引发了众多“反常”行为。而现代金融理论中的某些经典理论不能对其提出合理的解释,经济预测也常常出现较大的偏差。文章通过对行为金融理论与传统金融理论的比较,以及对行为金融理论模型的介绍和其在我国股票市场运用的实证分析来说明行为金融理论是一种较为有效的分析理论。
|
| 关 键 词： | 行为金融 期望理论 回归分析 |
| 文章编号： | 1008-8806(2005)03-0043-04 |
| 收稿时间： | 03 23 2005 12:00AM |
| 修稿时间： | 2005年3月23日 |
The Case Inspection of Behavior Finance and Our Country's Stock Market |
| |
| LIU Zhi-guo.The Case Inspection of Behavior Finance and Our Country's Stock Market[J].The Journal of Guangxi Economic Management Cadre College,2005,17(3):43-46. |
| |
| Authors: | LIU Zhi-guo |
| |
| Abstract: | In our country's stock market,the mass investor is personal investor,transfer rate and payoff rate is high,and information is serious unbalance,caused numerous"abnormal"behaviors.But some classical theory in modern finance theory cans not carry out reasonable explain,the economy forecast show big deviation frequently,the article try to showthat behavior finance theory is a effective stock market analysis theory through the comparison between behavior finance theory and traditional finance theory,introduce behavior finance theory mode and its case analysis application in our country's stock market. |
| |
| Keywords: | behavior finance expectation theory regression analysis |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
