DocumentCode
2164191
Title
Based on Independent Component Analysis Method to Analyze the Influence Factors of Close-End Funds Fluctuation by Shanghai Stock Market
Author
Jing Wang ; Jing Dong ; Zongfang Zhou
Author_Institution
Coll. of Econ. & Manage. Dept., Northwest A&F Univ., Yangling, China
fYear
2010
fDate
24-26 Aug. 2010
Firstpage
1
Lastpage
4
Abstract
Factors influencing the volatility of the close-end funds listed in Shanghai Stock Market are investigated based on ICA (independent component analysis). In this study, investor sentiment, net asset value of close-end funds, volatility of shares, policy factors and business cycle are found to explain the volatility of close-end funds.
Keywords
independent component analysis; stock markets; Shanghai stock market; business cycle; close-end funds fluctuation; independent component analysis method; investor sentiment; net asset value; policy factors; share volatility; Analytical models; Biological system modeling; Companies; Independent component analysis; Stock markets;
fLanguage
English
Publisher
ieee
Conference_Titel
Management and Service Science (MASS), 2010 International Conference on
Conference_Location
Wuhan
Print_ISBN
978-1-4244-5325-2
Electronic_ISBN
978-1-4244-5326-9
Type
conf
DOI
10.1109/ICMSS.2010.5576828
Filename
5576828
Link To Document