姜继娇;杨乃定;王良;董铁牛;

• 1:西北工业大学管理学院
• 2:西北工业大学管理学院
• 3:西北工业大学管理学院
• 4:西北工业大学管理学院 陕西西安710072

摘要(Abstract)：

文章从投资者认知偏误视角,研究提出了“上证”A股市场情绪的四维量表,系统整合了18个关键影响因素,形成中国证券市场情绪的关键影响因素概念模型。采用“上证”A股市场中152家企业的调研数据,进行验证性因子分析和拟合优度检验。结果表明,12个理论因素按预期模式加载,形成了认知偏误、有限套利、交互传染和本土特性等四个维度,对认识中国证券投资者的决策行为具有一定指导意义。

关键词(KeyWords)： 行为金融;投资者情绪;认知偏误

Abstract:

Keywords:

基金项目(Foundation): 国家自然科学基金项目(70571064);; 教育部新世纪优秀人才计划项目(NCET-05-0864)

作者(Author): 姜继娇;杨乃定;王良;董铁牛;

Email:

DOI: 10.16538/j.cnki.jfe.2006.09.005

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