Investor’s Anticipation and Future Market Movement: Evidence of Self-Fulfilling Prophecy Effect from Chinese Stock Market

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dc.contributor.authorWan, Yun
dc.contributor.authorYang, Xiaoguang
dc.date.accessioned2017-12-28T01:51:50Z
dc.date.available2017-12-28T01:51:50Z
dc.date.issued2018-01-03
dc.description.abstractWe analyzed data collected from retail investors in Chinese stock market from a fin-tech mobile platform to find evidence of self-fulfilling prophecy effect. We found statistically significant correlation between the predicted and actual Shanghai Stock Exchange Composite Index (SSECI) as well as non-random deviation patterns. We also analyzed participating investor behaviors and discussed the implications and future research.
dc.format.extent6 pages
dc.identifier.doihttps://doi.org/10.24251/HICSS.2018.434
dc.identifier.isbn978-0-9981331-1-9
dc.identifier.urihttp://hdl.handle.net/10125/50322
dc.language.isoeng
dc.relation.ispartofProceedings of the 51st Hawaii International Conference on System Sciences
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 International
dc.rights.urihttps://creativecommons.org/licenses/by-nc-nd/4.0/
dc.subjectCrowd-based Platforms
dc.subjectbehavioral finance, crowdsourcing, irrational behavior, self-fulfilling prophecy, stock market
dc.titleInvestor’s Anticipation and Future Market Movement: Evidence of Self-Fulfilling Prophecy Effect from Chinese Stock Market
dc.typeConference Paper
dc.type.dcmiText

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