| 股市中模仿传染的研究 |
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| 引用本文： | 李红,孙绍荣,陈宁波.股市中模仿传染的研究[J].上海理工大学学报,2006,28(3):242-244. |
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| 作者姓名： | 李红 孙绍荣 陈宁波 |
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| 作者单位： | 上海理工大学,管理学院,上海,200093 |
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| 基金项目： | 中国科学院资助项目;上海市学科建设项目 |
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| 摘 要： | 提出了一个模仿传染模型,模型中包含有稳定从众系数b、参与交易的投资者比例y及股民的初始平均观念x1这3个参数.分析得出,在股市尚不成熟的中国市场,b相对较大,当y较小时就将引起一边倒的从众行为.并且发现,只有在一定的条件下(如领头羊的带动作用),使得参与交易者所占比例达到某种程度,股民中的模仿传染才会导致从众均衡.
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| 关 键 词： | 模仿 传染 从众 投资者 |
| 文章编号： | 1007-6735（2006）03-0242-03 |
| 收稿时间： | 2005-08-26 |
| 修稿时间： | 2005年8月26日 |
Study of imitation and contagion in the security market |
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| LI Hong,SUN Shao-rong,CHEN Nin-bo.Study of imitation and contagion in the security market[J].Journal of University of Shanghai For Science and Technology,2006,28(3):242-244. |
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| Authors: | LI Hong SUN Shao-rong CHEN Nin-bo |
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| Institution: | College of Management, University of Shanghai for Science and Technology, Shanghai 200093, China |
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| Abstract: | A model of imitation and contagion is proposed.There are three parameters:the steady herd coefficient b,the proportion of traders y and the investors' initial average attitude x_1.In the immature market of China,b is relatively biggish.When y is lesser,it can generate herd behavior leaning to one side.It is also found that only under some conditions,such as the drive of leaders,making the proportion of traders reach some degree,the equilibrium of herd behavior can be resulted in through the imitation and contagion within investors. |
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| Keywords: | imitation contagion herd investor |
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