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基于投资者情绪视角的黑天鹅事件对股价影响的实证研究
Impact of Black Swan Events on Stock Price Based on Perspective of Investor Sentiment
【摘要】 在三因素模型的基础上,引入投资者情绪因子,通过定性分析与实证研究的方法探索黑天鹅事件对股价的影响,从上市公司、投资者与监管机制三个角度提出应对黑天鹅事件的建议,以期对未来研究提供一定参考。
【Abstract】 Based on the three-factor model,the investor sentiment factor is introduced,and the impact of black swan events on stock price is explored through qualitative analysis and empirical research. Some suggestions on how to deal with black swan events are put forward from three aspects: listed companies,regulatory mechanism,and investors,which will provide some reference for future research.
【关键词】 黑天鹅事件;
投资者情绪;
影响机制;
三因子模型;
【Key words】 black swan event; investor sentiment; influencing mechanism; three-factor model;
【Key words】 black swan event; investor sentiment; influencing mechanism; three-factor model;
- 【文献出处】 北京邮电大学学报(社会科学版) ,Journal of Beijing University of Posts and Telecommunications(Social Sciences Edition) , 编辑部邮箱 ,2019年03期
- 【分类号】F832.51
- 【被引频次】7
- 【下载频次】1103