小盘股效应

香港股市中的小盘股效应及季节效应分析

Small Firm Effect and Monthly Effect : Evidence from Hong Kong Stock Exchange

我国企业破产的几个基本问题探析香港股市中的小盘股效应及季节效应分析

Exploration and Analysis on Several Basic Problems concerning China 's Firm Bankruptcy Small Firm Effect and Monthly Effect : Evidence from Hong Kong Stock Exchange

以往的实证研究已经证明小盘股效应的存在，但中小上市公司收益率波动性研究却较少。

It is shown by previous empirical study that there is ″ size premium puzzle ″ in stock market , but the study of volatility of the listed SMEs is rare .

同时，采用投资者心态模型（BSV模型）检验发现由于中国投资者的心理偏差导致了在我国证券市场上的行为偏差&反应不足和反应过度，还引起了我国小盘股的新年效应。

Finds out the mental biases of China investors arouse the behavior biases on the security markets and Turn of Year Effect on Stock Market Prices .