期货的羊群效应研究.doc目录中文摘要························································································································································· 1 英文摘要························································································································································· 1 一、引言······················································································································································· 1 二、样本数据与研究方法·············································································································· 2 (一)样本选择和数据来源······························································································ 2 (二)研究方法···························································································································· 3 三、实证分析·············································································································································· 5 (一)单位根的平稳性检验·································································································· 5 (二)协整检验······························································································································ 6 (三) G RANGER 因果关系检验·································································································· 7 四、结论························································································································································· 8 (一)所得结论以及市场特征····························································································· 8 (二)羊群效应的危害以及产生原因············································································ 8 五、对控制羊群效应的几点意见······························································································ 10 (一)从投资者角度来看····································································································· 10 (二)从社会角度来看·······························
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