| QFII与我国开放式基金交易策略的比较分析 |
| |
| 引用本文： | 葛永波,张萌萌. QFII与我国开放式基金交易策略的比较分析[J]. 上海金融学院学报, 2009, 0(2): 28-34 |
| |
| 作者姓名： | 葛永波 张萌萌 |
| |
| 作者单位： | 山东经济学院,山东济南,250014 |
| |
| 摘 要： | 本文从惯性和反转角度对我国QFII（合格的境外机构投资者）和开放式基金这两类机构投资者的交易策略进行了实证分析，通过构建衡量交易策略的指标M值对实证结果进行了比较分析。研究发现，我国开放式基金总体上选择了惯性交易策略，QFII并无明显的交易策略倾向。QFII在一定程度上有助于稳定我国证券市场。
|
| 关 键 词： | QFII 开放式基金 惯性交易策略 反转交易策略 |
Comparative Analysis on Investment Strategies between QFII and China's Open-ended Fund |
| |
| Ge Yongbo,Zhang Mengmeng. Comparative Analysis on Investment Strategies between QFII and China's Open-ended Fund[J]. Journal of Shanhai Finance University, 2009, 0(2): 28-34 |
| |
| Authors: | Ge Yongbo Zhang Mengmeng |
| |
| Affiliation: | Ge Yongbo, Zhang Mengmeng |
| |
| Abstract: | This article carries out an empirical analysis of investment strategies of QFII and open- end fund from the perspective of inertia and the reversal. The article compares and analyses empirical results by constructing the Indicators of M that measured the investment strategy. The study finds that China's open- end funds select inertia investment strategy and there is no clear tendency of investment strategy for QFII. QFII can help to stabilize China's securities market to some extent. |
| |
| Keywords: | QFII |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
