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بررسی رفتار جمعی سرمایه گذاران در بازار سهام تهران با استفاده از حجم معاملات

نویسندگان

1 دانشجوی دکتری اقتصاد مالی دانشگاه تهران، پردیس کیش

2 دانشکده اقتصاد دانشگاه تهران

 

 

فتار توده­وار یا شبیه جمع رفتار کردن، یکی از تورشهای رفتاری در بین سرمایه ­گذاران است که مـی­توانـد بی ­قاعدگی ­هایی مثل حباب و سقوط قیمت، افزایش نوسانات قیمت در بازار و به‌طورکلـی، نبـود تعادل در بازار سرمایه را به دنبال داشته باشد، بنابراین با شناسایی و بررسی این پدیده، علاوه بر اینکه یکی از ابعاد رفتاری بازار سرمایه ایران تبیین می­شود، می­توان شرایطی را برای به‌کارگیری تصـمیمات بهینه برای سرمایه ­گذاران و عوامل بازار فراهم کرد. در این تحقیق وجود رفتار توده ­وار بین سرمایه­ گذاران بورس اوراق بهادار تهران با استفاده از حجم معاملات با روش‌ هاچیکا که یک ابتکار و نوآوری از مدل هوانگ و سالمون است، برای دوره زمانی 1394 لغایت 1398 در خصوص 142 شرکت از شرکت­های پذیرفته ­شده در بازار سهام ایران اجرا شده است. نتایج پژوهش نشان می­دهد توده ­واری به‌صورت پیوسته در بازار سهام ایران در طول دوره بررسی وجود داشته است.

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    https://www.ammanu.edu.jo/

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    https://www.ammanu.edu.jo/

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