Show simple item record

dc.contributor.advisor韩乾
dc.contributor.author刘悦思
dc.date.accessioned2018-12-05T01:43:29Z
dc.date.available2018-12-05T01:43:29Z
dc.date.issued2017-11-01
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/170224
dc.description.abstract机构投资者作为金融市场上的重要参与者,它们之间的关系网络对于信息的传递有着重要的作用。本文根据基金持有的重仓股票为连接,建立了基金重仓网络模型,研究了网络中信息的传递对投资者行为和投资业绩的影响。首先在投资者行为方面,考察了基金重仓股的持仓变动受网络中其它基金行为的影响,结果显示二者之间有显著的正向关系。从投资风格上来说,其中以成长型基金受到的影响最大;从市场板块上来看,基金持有的创业板股票的仓位变动受网络中其它基金的影响明显大于主板和中小企业板。与此同时,我们也发现基金的重仓股票的持仓行为并不能很好的被公开市场信息解释,而是受到网络中私有信息的影响较大。私有信息对基金业绩的影响一直以来也被广...
dc.description.abstractInstitutional investors, as one of the most important participants in financial market, play an important role in the transmission of information. Based on the large-position stocks held by funds, this paper establishes the fund network model, and studies the influence of the information transmission on the investor behavior and investment performance. First of all, in terms of investor behavior, ...
dc.language.isozh_CN
dc.relation.urihttp://210.34.4.28/opac/openlink.php?strText=56833&doctype=ALL&strSearchType=callno
dc.source.urihttp://etd.xmu.edu.cn/detail.asp?serial=62282
dc.subject重仓股网络
dc.subject投资者行为
dc.subject基金业绩
dc.subjectFund Network
dc.subjectInvestor Behavior
dc.subjectFund Performance
dc.title基于重仓股网络的机构投资者行为和业绩研究
dc.title.alternativeInstitutional Investor Behavior and Performance Based on Large-position Stock Network
dc.typethesis
dc.date.replied2017-04-27
dc.description.note学位:经济学硕士
dc.description.note院系专业:王亚南经济研究院_金融学
dc.description.note学号:27720141152751


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record