投资者情绪生成、传染机制及其对资产定价的影响研究

71371195
2013
G0114.金融工程
文凤华
面上项目
教授
中南大学
57万元
投资者情绪;传染机制;行为资产定价;风险偏好
2014-01-01到2017-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
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序号 标题 类型 作者
1 Extreme Return, Extreme Volatility and Investor Sentiment 期刊论文 Xu Gong;Zhifang He;Jia Yang;Xiaoguang Yang;Fenghua Wen
2 CHARACTERISTICS OF INVESTORS' RISK PREFERENCE FOR STOCK MARKETS 期刊论文 Wen Fenghua;He Zhifang;Dai Zhifeng;Yang Xiaoguang
3 Valuing Catastrophe Bonds Involving Credit Risks 期刊论文 Jian Liu;Jihong Xiao;Lizhao Yan;Fenghua Wen
4 Investigating the risk-return trade-off for crude oil futures using high frequency data 期刊论文 Xu Gong;Fenghua Wen;X.H. Xia;Jianbai Huang;Bin Pan
5 HAR-RV-EMD-J模型及其对金融资产波动率的预测研究 期刊论文 龚旭;文凤华;黄创霞;杨晓光
6 Study on the Fractal and chaotic Features of the Shanghai Composite Index 奖励 文凤华
7 2015系统工程理论与实践优秀审稿专家 奖励 文凤华
8 金融危机背景下中美投资者情绪的传染性分析 期刊论文 文凤华;杨鑫;龚旭;黄创霞;杨晓光
9 中国管理学青年奖 奖励 文凤华
10 下行风险、符号跳跃风险与行业组合资产定价 期刊论文 龚旭;文凤华;黄创霞;杨晓光
11 Comments on “A Hybrid Conjugate Gradient Method Based on a Quadratic Relaxation of the Dai-Yuan Hybrid Conjugate Gradient Parameter” 期刊论文 Zhifeng Dai; Xiaohong Chen; Fenghua Wen
12 Forecasting Return Volatility of the CSI 300 Index Using the Stochastic Volatility Model with Continuous Volatility and Jumps 期刊论文 Xu Gong;Zhifeng Dai;Pu Li;Ning Zhu
13 Forecasting the volatility of crude oil futures using HAR-type models with structural breaks 期刊论文 Wen Fenghua;Gong Xu;Cai Shenghua
14 Worse-Case Conditional Value-at-Risk for Asymmetrically Distributed Asset Scenarios Returns 期刊论文 Dai Zhifeng;Li Donghui;Wen Fenghua
15 股市信息流对收益率及其波动的影响研究 期刊论文 文凤华;龚旭;黄创霞;陈晓红;杨晓光
16 The Effects of Prior Outcomes on Risky Choice Evidence from the Stock Market (全球Top1% ESI高被引论文) 期刊论文 Fenghua Wen;Xu Gong;Youcong Chao;Xiaohong Chen
17 金融复杂系统动力学行为及其风险特征研究 奖励 文凤华
18 人民币国际化与能源价格互动关系研究 期刊论文 蔡宇宁;黄创霞;蔡圣华;文凤华;杨晓光
19 投资者情绪特征对股票价格行为的影响研究 期刊论文 文凤华;肖金利;黄创霞;陈晓红;杨晓光
20 Effect of Tourism Building Investments on Tourist Revenues in China: a Spatial Panel Econometric Analysis 期刊论文 Zhou Min;Liu Xiaoqun;Pan Bin;Yang Xin;Wen Fenghua;Xia Xiaohua
21 A modified Perry’s conjugate gradient method-based derivative-free method for solving large-scale nonlinear monotone equations 期刊论文 Zhifeng Dai;Xiaohong Chen;Fenghua Wen
22 Investors' Risk Preference Characteristics and Conditional Skewness 期刊论文 Fenghua Wen;Zhifang He;Xiaohong Chen
23 《中国管理科学》杂志2015-2016年“优秀审稿专家” 奖励 文凤华
24 Asymptotic behavior for third-order quasi-linear differential equations 期刊论文 Qin GX;Huang CX;Xie YQ;Wen FH
25 The Impact of International Price Shocks on China’s Nonferrous Metal Companies: A case study of copper 期刊论文 Hu Chunyan;Liu Xinheng;Pan Bin;Sheng Hu;Zhong Meirui;Zhu Xuehong;Wen Fenghua
26 Comments on another hybrid conjugate gradient algorithm for unconstrained optimization by Andrei 期刊论文 Zhifeng Dai;Fenghua Wen
27 公司治理结构特征与困境公司恢复——基于中国上市公司的实证研究 期刊论文 雷康弘;文凤华
28 股指期货市场波动率的预测研究 期刊论文 文凤华;贺志芳;杨 鑫;龚 旭
29 Stability analysis of SIR model with distributed delay on complex networks 期刊论文 Chuangxia Huang;Jie Cao;Fenghua Wen;Xiaoguang Yang
30 Analyzing the risk-return relationship in crude oil futures market using high-frequency data 会议论文 Gong Xu;Wen Fenghua;Pan Bin;Xia Xiaohua
31 概率权重函数与股市收益率分布 期刊论文 张婷婷;文凤华;戴志锋;杨晓光
32 Multi-Scale Volatility Feature Analysis and Prediction of Gold Price 期刊论文 Fenghua Wen;Xin Yang;Xu Gong;Kin Keung Lai
33 Extension of Modified Polak-Ribière-Polyak Conjugate Gradient Method to Linear Equality Constraints Minimization Problems 期刊论文 Dai Zhifeng
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