中国股市自我实现预言效应的实证研究

Q1 Mathematics

Journal of Finance and Data Science Pub Date : 2019-06-01 DOI:10.1016/j.jfds.2019.04.001

Yun Wan , Xiaoguang Yang

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引用次数: 3

摘要

我们分析了从金融科技移动平台收集的中国股市散户投资者的数据，以寻找自我实现预言效应的证据。我们发现上证综合指数预测值与实际值之间存在显著的统计学相关性，且存在非随机偏差。我们还分析了参与投资者的行为，并讨论了影响和未来的研究。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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An empirical study of the self-fulfilling prophecy effect in Chinese stock market

We analyzed data collected from retail investors in the Chinese stock market from a Fintech mobile platform to find evidence of the self-fulfilling prophecy effect. We found a statistically significant correlation between the predicted and actual Shanghai Stock Exchange Composite Index (SSECI) as well as non-random deviation patterns. We also analyzed participating investor behaviors and discussed the implications and future research.

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来源期刊

Journal of Finance and Data Science Mathematics-Statistics and Probability

CiteScore

3.90

自引率

0.00%

发文量

审稿时长

30 days