{"title":"投资者预期与未来市场走势:来自中国股市自我实现预言效应的证据","authors":"Yun Wan, Xiaoguang Yang","doi":"10.2139/ssrn.3507493","DOIUrl":null,"url":null,"abstract":"We analyzed data collected from retail investors in the Chinese stock market from a Fintech mobile platform to find evidence of the self-fulfilling prophecy effect. We found a statistically significant correlation between the predicted and actual Shanghai Stock Exchange Composite Index (SSECI) as well as non-random deviation patterns. We also analyzed participating investor behaviors and discussed the implications and future research.","PeriodicalId":306271,"journal":{"name":"KeAi: The Journal of Finance & Data Science","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Investor's Anticipation and Future Market Movement: Evidence of Self-Fulfilling Prophecy Effect from the the Chinese Stock Market\",\"authors\":\"Yun Wan, Xiaoguang Yang\",\"doi\":\"10.2139/ssrn.3507493\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We analyzed data collected from retail investors in the Chinese stock market from a Fintech mobile platform to find evidence of the self-fulfilling prophecy effect. We found a statistically significant correlation between the predicted and actual Shanghai Stock Exchange Composite Index (SSECI) as well as non-random deviation patterns. We also analyzed participating investor behaviors and discussed the implications and future research.\",\"PeriodicalId\":306271,\"journal\":{\"name\":\"KeAi: The Journal of Finance & Data Science\",\"volume\":\"1 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1900-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"KeAi: The Journal of Finance & Data Science\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.3507493\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"KeAi: The Journal of Finance & Data Science","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3507493","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Investor's Anticipation and Future Market Movement: Evidence of Self-Fulfilling Prophecy Effect from the the Chinese Stock Market
We analyzed data collected from retail investors in the Chinese stock market from a Fintech mobile platform to find evidence of the self-fulfilling prophecy effect. We found a statistically significant correlation between the predicted and actual Shanghai Stock Exchange Composite Index (SSECI) as well as non-random deviation patterns. We also analyzed participating investor behaviors and discussed the implications and future research.
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