论文部分内容阅读
文章采用收益率横截面绝对偏离度来衡量个股对于市场组合的股价偏离度,建立非线性回归,利用实证分析的方法对中国股票市场是否存在羊群行为进行了检验,并简要的分析了导致这种现象的原因。
The paper uses the absolute deviation of cross-section of return rate to measure the stock price deviation of individual stocks for the market portfolio, establishes the non-linear regression, tests the existence of herding behavior in the Chinese stock market by means of empirical analysis, and briefly analyzes the causes of The reason for the phenomenon.