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International Conference on Engineering and Business Management (EBM 2010 PAPERBACK)

Chengdu,China,China,3.24-3.26,2010

ISBN: 978-1-935068-05-1 Scientific Research Publishing, USA

Paperback 6066pp Pub. Date: March 2010

Category: Engineering

Price: $280

Title: A Herd Behavior Model Based on Noise Signal in the Securities Market
Source: International Conference on Engineering and Business Management (EBM 2010 PAPERBACK) (pp 3782-3785)
Author(s): Bin HUANG, Economy and Management Department, ZheJiang College of Water Conservancy and Hydropower, HangZhou, P.R.China
Yan YAN, Economy and Management Department, ZheJiang College of Water Conservancy and Hydropower, HangZhou, P.R.China
Abstract: Abstract: Herd behavior in the security market is the phenomenon that the investors neglect their private information and follow someone else when facing uncertain circumstance. Based on the facts that herd behavior is common in Chinese security market at present and is leading investors to receive the uncertain signal, this paper establishes a herding model under noise signal of market. Through the parameter hypothesis, the paper analyzes the price fluctuation formed by herd behavior.
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