| 动量效应的形成机制述评 |
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| 引用本文： | 刘伟.动量效应的形成机制述评[J].辽宁工程技术大学学报(社会科学版),2008,10(2):141-143. |
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| 作者姓名： | 刘伟 |
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| 作者单位： | 东北财经大学,信息工程学院,辽宁,大连,116025 |
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| 基金项目： | 辽宁省教育厅基金资助项目(20060248). |
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| 摘 要： | 为探讨动量效应的形成机制问题，从传统金融理性视角、行为金融视角和奈特不确定性视角三个角度进行了系统研究，得出传统金融理性视角和行为金融都不能完全解释证券市场中的动量效应现象，从奈特不确定性角度来研究动量现象可以合理地解释证券市场中的动量效应。
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| 关 键 词： | 动量效应 风险补偿 行为金融 奈特不确定性 |
| 文章编号： | 1008-391X(2008)02-0141-03 |
| 修稿时间： | 2007年12月8日 |
Survey of formation mechanism of momentum effect |
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| LIU Wei.Survey of formation mechanism of momentum effect[J].Journal of Liaoning Technical University(Social Science Edition),2008,10(2):141-143. |
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| Authors: | LIU Wei |
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| Institution: | LIU Wei (College of Information Engineering, Dongbei University of Finance and Economics, Dalian 116025, China) |
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| Abstract: | In order to discuss the formation mechanism of momentum effect, a research has been made from three various angles, which are rational way of traditional finance, behavioral finance and Knight uncertainty theory. The conclusion is that momentum effect can not be explained by rational way of traditional finance and behavioral finance,but can be explained by Knight uncertainty theory rationally. |
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| Keywords: | momentum effect risk compansation behavioral finance Knight uncertainty |
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