基金重仓股

基金重仓股的命运

The Awkwardness of Fund

我国基金重仓股选股偏好的时期似无关回归分析关于Logistic回归中最大似然估计的可估性

Analysis of Chinese Fund Preferences for Heavyweight Stocks Using Period Seemingly Unrelated Regression ; ESTIMATION OF MAXIMUM LIKELIHOOD IN LOGISTIC REGRESSION MODEL

关于中国股票市场上基金重仓股的博弈分析

A Game Analysis of Stocks Heavily Held by Security Funds in China 's Stock Markets

本文主要是对开放式基金重仓股的行为投资策略分析。

This paper centers on the behavioral investment strategy of the top ten weight stock held by open-ended fund .

在剔除部分流动性风险较大的基金重仓股之后，基金资产组合流动性风险基本与其投资风格相符。

After deleting some securities which have bigger liquidity risk , the funds ' liquidity risk match their investing style mostly .

基金重仓股基本无所作为，无论是行情特点还是交易数据都显示，游资是此轮行情的主角。

Fund Chong Canggu nothing fundamental , both characteristics of the market or trading data show that hot money is the main character of this round of price .

通过按照一定标准选择部分基金重仓股建立组合，并根据该组合的一些羊群效应行为指标对于我国股票市场周期性变化进行了实证研究。

This article selects some stocks in accordance with certain standards to build one group and makes one study of the cyclical change of the whole stock market based on some indexes of this group .

全国社保基金组合重仓股的资产配置特征分析共持重仓股变脸对基金家族的连锁效应研究

The Research of the Asset Allocation of the Stock Fund of Social Guarantee Fund

于是证券市场上出现了一种普遍现象，那就是大量个人投资者跟进明星基金的重仓股来进行投资。

As a result , there is a common phenomenon in our stock market : a large number of individual investors follow the star funds by investing the heavy storehouse burst .

运用事项研究法，以2000~2002年中国证券投资基金的重仓股为对象，探讨了信息能力对股票价格发现机制的影响。

Focusing on the stocks invested heavily by Security Investment Funds ( SIF ), the paper explores the influences of SIF 's information capability on the stock market price seeking mechanism ( MPSM ) during the earning announcement by the means of the event study .

进一步本文利用我国证券投资基金持有的重仓股季度数据，首先对我国证券投资基金投资行为进行了成熟性检验，然后实证分析了影响我国证券投资基金投资行为的因素。

Further this paper , securities investment funds in China held Awkwardness quarterly data , the first in China Securities Investment Fund Investment behavior of a mature test , and empirical analysis of investment behavior in China Securities Investment Fund of factors .

研究结果表明，中国证券投资基金所持有的重仓股具有显著的惯性效应，并且个股特征惯性效应相对于基于同业投资绩效及历史收益率的相对惯性效应，更为显著而持久。

The research findings show that the stocks heavily held by security investment funds have exhibited significant momentum effect and that the idiosyncratic momentum effects are more significant and last longer than relative momentum return .

但是短期来看，基金风格漂移会引起基金重仓股的波动，这种冲击影响持续时间较短，基本上四个交易日以后冲击影响就消失了。

But in the short term , fund style drift will cause fluctuations of heavy hold stocks . But the impulse effect is short .

本文通过对基金获取大量无风险收益，持有股票换手率过高，以及基金重仓股持仓变化与股价变化之间的关系的研究得出基金操作不规范的结论。

This text research into the fund 's risk-free income and high turnover rate and the relation of fund 's position with the stock 's price . This text make a conclusion that The fund exists not standardize operation .

由于目前对于社保基金投资运作的研究主要还仅限于通过增加投资渠道来提高收益率，而对于社保基金重仓股的配置特征研究较少。

Due to research of the social security fund operation by now is mainly restricted to the way that enhancing the profits only by increasing the investing ways . Whereas the amount of the research of the configure charactor of the social security fund is less .