%0 Journal Article
%T The Empirical Study on Chinese Security Market Herding Based on Mixed Asset Pricing Model<br>基于混合资产定价模型的中国股票市场羊群行为实证研究
%A GUO Lei
%A <br>郭磊
%J 系统工程理论与实践
%D 2005
%I 
%X This paper advances a comparative and more flexible herding measure based on the meaning of the deviation of the market factor of mixed asset pricing model. Through the empirical test with the new measure on Chinese security markets, the remarkable characters of herding in Shanghai and Shenzhen Security Markets are summarized.
%K herd measure
%K factor loading
%K CAPM
%K mixed asset pricing model<br>羊群行为度量方法
%K 因子载荷
%K 资本资产定价模型
%K 混合资产定价模型
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=4A2A399EFB23D1D7&yid=2DD7160C83D0ACED&vid=C5154311167311FE&iid=5D311CA918CA9A03&sid=9971A5E270697F23&eid=42425781F0B1C26E&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=2&reference_num=10