| 中国封闭式基金折价现象解释及其实证 |
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| 引用本文： | 刘赛红.中国封闭式基金折价现象解释及其实证[J].系统工程,2006,24(12):69-73. |
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| 作者姓名： | 刘赛红 |
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| 作者单位： | 湖南商学院,湖南,长沙,410205;中南大学,商学院,湖南,长沙,410083 |
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| 摘 要： | 封闭式基金折价作为一种普遍现象．其成因长期以来成为困扰金融学界的一个谜团，标准金融理论对此解释乏力，而行为金融学从投资者情绪的角度进行了有力的诠释。在阐述封闭式基金折价现象及其相关理论解释的基础上。通过实证研究发现了投资者情绪对中国封闭式基金折价交易产生影响的证据．简要提出了降低噪音，促进封闭式基金发展的思路。
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| 关 键 词： | 封闭式基金 折价 投资者情绪 |
| 文章编号： | 1001-4098（2006）12-0069-05 |
| 收稿时间： | 2006-10-10 |
| 修稿时间： | 2006-10-102006-11-20 |
An Explaining and Its Empirical Research of the Discount of China Close-ended Fund |
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| LIU Sai-hong.An Explaining and Its Empirical Research of the Discount of China Close-ended Fund[J].Systems Engineering,2006,24(12):69-73. |
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| Authors: | LIU Sai-hong |
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| Institution: | 1. Hunan Business College,Changsha 410205,China School of Business,Central South University, Changsha ,l10083,China |
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| Abstract: | As a common phenomenon,the discount of close-ended fund has been having its cause a puzzle in the finance fields in a long term,which is explained by the standard finance theory powerlessly and interpreted powerfully by behavior finance from the angle of investor's emotion.Based on the narration of discount of close-ended fund and its theoretical interpretation,this article discovers the effect of investor's emotion on the discount through an empirical research, puts forward some brief suggestion on lowing the noise of financial market and promoting the development of close-ended fund. |
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| Keywords: | Close-ended Fund Dimount Emotion |
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