中国股票市场收益、波动性与投资者情绪的实证研究（可编辑）.doc

中国股票市场收益、波动性与投资者情绪的实证研究 ABSTRACT As an immature emerging capital market, Chinese stock market differs a lot from the foreign mature stock markets. The “financial anomalies” in Chinese stock market appear to be more evident and stronger. Investor sentiment is an important factor that revealing the