An Empirical Analysis on Herding in China's Security Market

来源 :中国系统工程学会 | 被引量 : 0次 | 上传用户：whjsdsdsd

【摘要】

：

This paper presents a method of herding test,through examining the non-linear relationship between market returns and the across-sectional absolute deviation(CSAD)of stocks returns,to determine whethe

【作者】

：

Zhenhai Sun

【机构】

：

School of Economics and Management,University of Chinese Academy of Sciences,China

【出处】

：

中国系统工程学会

【发表日期】

：

2016年5期

【关键词】

：

Herding Across-Sectional Absolute Deviation (CSAD)

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An Empirical Analysis on Herding in China's Security Market

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