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tou zi zhe qing xu dui gu piao shou yi fei dui cheng ying xiang de shi zheng yan jiu
Pages: 64-69
Year: Issue:  6
Journal: Financial Perspective Journal

Keyword:  投资者情绪非对称影响作用面板门限回归模型;
Abstract: 本文基于我国上市企业数据,通过面板门限回归模型实证分析投资者情绪对我国股票收益率的非对称影响。实证结果表明,相比积极的投资者情绪,消极的投资者情绪对于股票收益率作用更大。此外,市场状态和企业规模等与投资者情绪的非对称性存在相关关系。
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