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- W2375250361 abstract "To explore the relationship between traders' capital structure and stock price volatility,we design and implement ten behavioral finance experiments with the same contents.According to the experimental phenomena and the principle that the positions of traders reflect their investment attitude towards market,this paper constructs a mathematical model describing the average market investment attitude and stock price.We first study the stability of the model by the related theory of nonlinear discrete dynamic system,and then identify contagion effect based on whether financial market is stable.Numerical simulations indicate that there exists an optimal contagion effect in the region of rational contagion effect.Furthermore,it also investigates the relationship between capital structure and stock price volatility when contagion effect is rational.Specifically,under the influence of rational contagion effect,when the numbers of long position traders and short position traders are roughly equal in the market,share price volatility shows a parallel trend with slight amplitude;when the number of long position traders are more(less) than the number of short position traders,share price volatility shows a decline(an upward) trend in huge amplitude." @default.
- W2375250361 created "2016-06-24" @default.
- W2375250361 creator A5045836186 @default.
- W2375250361 date "2012-01-01" @default.
- W2375250361 modified "2023-09-27" @default.
- W2375250361 title "Nonlinear Dynamic Model of Security Price Based on Behavioral Finance Experiments" @default.
- W2375250361 hasPublicationYear "2012" @default.
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