| 我国股票型基金投资行为的实证分析 |
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| 引用本文： | 邢哲,胡志强.我国股票型基金投资行为的实证分析[J].金融理论与实践,2010(6). |
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| 作者姓名： | 邢哲 胡志强 |
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| 作者单位： | 1. 广东金融学院,广东,广州,510521
2. 中国银行河北省分行,河北,石家庄,050000 |
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| 摘 要： | 羊群行为是股票市场中投资者行为的重要方面。本文以我国公募股票型投资基金为分析对象,对2007—2008年的数据进行HM值的整体检验和收益检验,得出了我国股票型投资基金羊群行为的投资特征,并对产生羊群行为的原因进行了探讨,最后提出了改善基金投资行为的若干政策建议。
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| 关 键 词： | 股票市场 行为金融学 股票型基金 羊群行为 |
Study of China's Stock Fund Investment Behavior |
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| Xing Zhe,Hu Zhi-qiang.Study of China''s Stock Fund Investment Behavior[J].Financial Theory and Practice,2010(6). |
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| Authors: | Xing Zhe Hu Zhi-qiang |
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| Institution: | Xing Zhe,Hu Zhi-qiang |
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| Abstract: | Herd behavior is one of the important aspects in stock market investor's behaviors.This paper focuses on analyzing China's public raised investment fund,and makes a HM value complete and profit testing to 2007 to 2008's data.It concludes that the stock investment in China has an characteristic of herd behavior,and discusses the cause of this characteristic.At last,it proposed policy suggestion to improve fund investment behavior. |
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| Keywords: | Stock Market Behavior Finance Stock Fund Herd Behavior |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
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