This paper establishes the duration model by taking into account the inherent time and employing 310,000 transactions data censored for 4 mutual funds,and observes the disposition effect on the institutional investors.
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- 本文建立既考慮“內在時(shí)間”(inherent tim e)影響,又處理了樣本數據審查(censored)問(wèn)題的持續期模型,采用4只投資基金的31萬(wàn)多帳戶(hù)交易數據作為樣本,系統研究了我國基金投資者的處置效應。
