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ID:34151927
大小:1.94 MB
页数:55页
时间:2019-03-03
《中国证券分析师的羊群行为和市场反应》由会员上传分享,免费在线阅读,更多相关内容在学术论文-天天文库。
1、硕士学位论文中国证券分析师的羊群行为和市场反应CHINESESECURITYANALYSTS’HERDINGBEHAVIORANDMARKETREACTION作者:王艳婷导师:张纯信教授上海交通大学上海高级金融学院二○一三年五月ChineseSecurityAnalysts’HerdingBehaviorandMarketReactionByYantingWangUndertheSupervisionofProfessorCharlesChangSubmittedinPartialFulfillmentoftheRequ
2、irementsFortheDegreeofMasterInFinanceShanghaiAdvancedInstituteofFinanceShanghaiJiaotongUniversityMay2011ContentsAbstract..............................................................................................i摘要..............................................
3、......................................................ii1.Introduction................................................................................12.DataandSampleSelection........................................................73.ForecastHerdingandAnalystChar
4、acteristics.....................133.1.ConstructionofMeasures................................................................133.1.1.HerdingForecastsandBoldForecasts......................................133.1.2.Reputation...........................................
5、......................................143.1.3.Resources...................................................................................173.1.4.Experience.................................................................................193.1.5.ForecastAccuracy..
6、...................................................................203.1.6.HardworkingandActiveness.....................................................223.2.MethodandRegressionResult........................................................234.DoesMarketDetectHerd
7、ingForecastRevisions?...............304.1.ConstructionofMeasures................................................................304.2.MethodandRegressionResult........................................................315.RobustnessTests.............................
8、..........................................335.1.AlternativeHerdingMeasure-StricterStandards...........................335.2.AlternativeHerdingMeasure-FromanAng
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