本文關(guān)鍵詞： 信息不對(duì)稱 證券市場(chǎng) 復(fù)雜信息擴(kuò)散網(wǎng)絡(luò) 投資者行為　出處：《天津大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

【摘要】：本文以證券市場(chǎng)信息不對(duì)稱現(xiàn)象為研究對(duì)象,研究了信息不對(duì)稱對(duì)我國(guó)證券市場(chǎng)的影響。論文首先進(jìn)行定性分析,結(jié)合相關(guān)研究和理論背景,深入分析我國(guó)證券市場(chǎng)存在信息不對(duì)稱的問(wèn)題,總結(jié)出了信息不對(duì)稱現(xiàn)象產(chǎn)生的原因和表現(xiàn)形式。接下來(lái)在理論分析的基礎(chǔ)上進(jìn)行實(shí)證研究,分別應(yīng)用了面板數(shù)據(jù)回歸建模和matlab編程仿真模擬實(shí)驗(yàn)兩種實(shí)證研究方法。在實(shí)證研究部分,首先運(yùn)用面板數(shù)據(jù)回歸對(duì)我國(guó)基金市場(chǎng)的信息不對(duì)稱現(xiàn)象進(jìn)行了實(shí)證分析,創(chuàng)新的應(yīng)用了基金品牌媒體曝光度的概念,運(yùn)用歷史數(shù)據(jù)建�；貧w重點(diǎn)研究了基金公司品牌曝光度對(duì)基金品牌的影響,研究在基金市場(chǎng)上,基金公司的公開(kāi)信息是否會(huì)對(duì)投資者的投資行為和結(jié)果產(chǎn)生影響;同時(shí),利用matlab編程,設(shè)計(jì)仿真模擬實(shí)驗(yàn),基于投資者異質(zhì)性假設(shè),構(gòu)建信息不對(duì)稱的金融復(fù)雜信息擴(kuò)散系統(tǒng),在不同的網(wǎng)絡(luò)拓?fù)浣Y(jié)構(gòu)下,按照投資者獲取信息的途徑、方式不同設(shè)置不同類型的交易者,闡述信息在復(fù)雜網(wǎng)絡(luò)中傳播擴(kuò)散的途徑不同導(dǎo)致的信息不對(duì)稱對(duì)交易者行為的影響;最后,在定性研究與定量研究的基礎(chǔ)上,結(jié)合我國(guó)證券市場(chǎng)現(xiàn)狀,提出合理的政策建議。
[Abstract]:In this paper, the information asymmetry phenomenon in the securities market is taken as the research object, and the influence of the information asymmetry on the securities market in China is studied. First of all, the qualitative analysis is carried out, combined with the relevant research and theoretical background. This paper deeply analyzes the problem of information asymmetry in China's securities market, and summarizes the causes and forms of information asymmetry. Then, on the basis of theoretical analysis, an empirical study is carried out. In the part of empirical research, we use panel data regression to analyze the information asymmetry phenomenon in China's fund market. Innovatively applied the concept of fund brand media exposure, using historical data modeling regression focused on the impact of fund brand exposure on the fund brand, research on the fund market, Whether the public information of the fund company will influence the investor's investment behavior and result, at the same time, using matlab programming, designing the simulation experiment, based on the investor heterogeneity hypothesis, constructing the financial complex information diffusion system with asymmetric information. Under different network topology, according to the way that investors get information, different types of traders are set up in different ways, and the influence of information asymmetry caused by different ways of information diffusion in complex networks on traders' behavior is expounded. Finally, on the basis of qualitative and quantitative research, reasonable policy suggestions are put forward according to the present situation of China's securities market.
【學(xué)位授予單位】：天津大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.51

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本文編號(hào)：1537425