Title :
Study of the impact of investor´s mind on the financial asset short-term price behavior
Author_Institution :
School of Economics and Management Yunnan Normal University Kunming, China
Abstract :
Following other people´s study, In this paper, we get a short-term price model of risk asset on the investor´s maximize utility. Using this model to analyse the influence that the investor´s foreground price expectation and foreground risk expectation and risk elusion degree to the short-term price of financial asset can get that the Investor´s Mind has greatly influence to the short-term price of financial asset.
Keywords :
Analytical models; Economics; Educational institutions; Microstructure; Security; market balance; risk; short-term price; utility function;
Conference_Titel :
E -Business and E -Government (ICEE), 2011 International Conference on
Conference_Location :
Shanghai, China
Print_ISBN :
978-1-4244-8691-5
DOI :
10.1109/ICEBEG.2011.5882449