| 房地产市场羊群行为研究——以北京市场为例 |
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| 引用本文： | 宋威夷,王晓钢,秦学志.房地产市场羊群行为研究——以北京市场为例[J].建筑经济,2008(Z2). |
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| 作者姓名： | 宋威夷 王晓钢 秦学志 |
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| 作者单位： | 大连理工大学高科技研究院; |
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| 摘 要： | 从资产价格的角度研究存在于北京市房地产市场的羊群行为。利用检验证券市场羊群行为的基于GCAPM的测度方法,对北京市房地产市场进行实证分析,结果表明,2003年之前北京市场不存在明显的羊群行为,2003年之后存在显著的羊群行为。
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| 关 键 词： | 房地产市场 羊群行为 GCAPM |
Herd Behavior Research on Beijing Real Estate Market |
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| SONG Weiyi,WANG Xiaogang,QIN Xuezhi.Herd Behavior Research on Beijing Real Estate Market[J].Construction Economy,2008(Z2). |
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| Authors: | SONG Weiyi WANG Xiaogang QIN Xuezhi |
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| Abstract: | This paper makes an analysis on whether herd behavior exists in Beijing real estate market from the angle of asset price by using the model developed for securities market based on GCAPM. The empirical test result for Beijing real estate market shows that the year of 2003 is the turning point:herd behavior didn't exist before it while it's obvious after that. |
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| Keywords: | real estate market herd behavior GCAPM |
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