| 存在噪声交易的房地产价格波动研究 |
| |
| 引用本文： | 赖一飞,龙倩倩,罗海云.存在噪声交易的房地产价格波动研究[J].武汉大学学报(工学版),2011,44(3):367-370. |
| |
| 作者姓名： | 赖一飞 龙倩倩 罗海云 |
| |
| 作者单位： | 武汉大学经济与管理学院,湖北武汉,430072 |
| |
| 基金项目： | 教育部人文社会科学研究规划项目(批准号:10YJA630077) |
| |
| 摘 要： | 基于DSSW模型,对被市场上的噪声信号影响的投资者的情绪及其非理性行为进行研究,以更好地来解释近年来房价的频繁波动及房地产市场的资产泡沫现象.根据分析结论,建立回归模型,对上海房地产市场进行实证研究,并从经济稳定和房地产业健康发展的角度,提出正确引导房地产投资的建议.
|
| 关 键 词： | DSSW模型 噪声信号 非理性行为 投资者情绪 |
Study of noise trading for real estate prices fluctuations |
| |
| LAI Yifei,LONG Qianqian,LUO Haiyun.Study of noise trading for real estate prices fluctuations[J].Engineering Journal of Wuhan University,2011,44(3):367-370. |
| |
| Authors: | LAI Yifei LONG Qianqian LUO Haiyun |
| |
| Affiliation: | LAI Yifei,LONG Qianqian,LUO Haiyun(School of Economics and Management,Wuhan University,Wuhan 430072,China) |
| |
| Abstract: | Based on the model of DSSW,the paper studies the investors' emotions and irrational behaviors which are affected by noise signals in real estate market,in order to better explain the phenomenon of house prices fluctuate frequently and real estate market assets bubble in recent years.According to the conclusion we establish a regression model and then choose Shanghai real estate market for case study.Finally,we propose some advices to correct guidance of real estate investment from the angles of economic sta... |
| |
| Keywords: | model of DSSW noise signals irrational behaviors investor sentiment |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
