| 中国沪深股市中羊群行为检验 |
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| 引用本文： | 关静,李雪艳.中国沪深股市中羊群行为检验[J].中国民航学院学报,2006,24(2):52-55. |
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| 作者姓名： | 关静 李雪艳 |
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| 作者单位： | 中国民用航空学院理学院,天津300300 |
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| 摘 要： | 分散度检验法和横截面收益绝对差检验法是检验证券市场中羊群行为的两种方法。运用这两种方法对中国证券市场进行实证分析，结果表明：在中国的证券市场中确实存在着明显的羊群行为。
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| 关 键 词： | 证券市场 羊群行为 分散度检验法 横截面收益绝对差检验法 |
| 文章编号： | 1001-5000(2006)02-0052-04 |
| 收稿时间： | 2005-08-29 |
| 修稿时间： | 2006-01-10 |
Test of Herding Behavior in Shanghai and Shenzhen Stock Market |
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| GUAN Jing,LI Xue-yan.Test of Herding Behavior in Shanghai and Shenzhen Stock Market[J].Journal of Civil Aviation University of China,2006,24(2):52-55. |
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| Authors: | GUAN Jing LI Xue-yan |
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| Institution: | Science College, CAUC , Tianjin 300300, China |
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| Abstract: | Dispersal degree test and cross sectional absolute deviation test are two kinds of methods to test herding behavior on the financial market. By making use of these two methods,the paper makes an empirical analysis of the financial market of our country, the result of which indicates that there does exist obvious herding behavior on the financial market of China. |
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| Keywords: | financial market herding behavior dispersal degree test erosss ectional absolute deviation test |
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