肖奇;屈文洲

• 1:厦门大学 管理学院，福建 厦门 361005

摘要(Abstract)：

投资者关注与股价同步性均是近年来发展迅速的研究课题，但却鲜有文献将二者结合起来研究。基于相关文献，本文提出投资者关注通过影响资产定价，进而改变股价同步性的观点。为此，本文首先综述了投资者关注与资产定价的文献，主要包括：投资者关注的分类与度量、投资者关注与资产定价的相互关系及其内在机制以及基于投资者关注的投资策略研究；其次，对资产定价与股价同步性的研究进行了评述，主要包括：资产定价与股价同步性的学理关系以及股价同步性的形成机理；最后，提出投资者关注通过影响资产定价，进而改变股价同步性的研究框架，为未来将投资者关注与股价同步性结合起来的理论与实证研究提供思路与启发。

关键词(KeyWords)： 投资者关注;资产定价;股价同步性

Abstract:

Keywords:

基金项目(Foundation): 福建省自然科学基金项目（2010J06019）；国家自然科学基金重点项目（71532012）

作者(Authors): 肖奇;屈文洲

DOI: 10.16538/j.cnki.fem.2017.11.009

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