{"title":"中国股市自我实现预言效应的实证研究","authors":"Yun Wan , Xiaoguang Yang","doi":"10.1016/j.jfds.2019.04.001","DOIUrl":null,"url":null,"abstract":"<div><p>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.</p></div>","PeriodicalId":36340,"journal":{"name":"Journal of Finance and Data Science","volume":"5 2","pages":"Pages 116-125"},"PeriodicalIF":0.0000,"publicationDate":"2019-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.jfds.2019.04.001","citationCount":"3","resultStr":"{\"title\":\"An empirical study of the self-fulfilling prophecy effect in Chinese stock market\",\"authors\":\"Yun Wan , Xiaoguang Yang\",\"doi\":\"10.1016/j.jfds.2019.04.001\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>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.</p></div>\",\"PeriodicalId\":36340,\"journal\":{\"name\":\"Journal of Finance and Data Science\",\"volume\":\"5 2\",\"pages\":\"Pages 116-125\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2019-06-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1016/j.jfds.2019.04.001\",\"citationCount\":\"3\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Finance and Data Science\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S2405918818301004\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"Mathematics\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Finance and Data Science","FirstCategoryId":"1085","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S2405918818301004","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"Mathematics","Score":null,"Total":0}
An empirical study of the self-fulfilling prophecy effect in 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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