The Mystery of High Volatility and Liquidity in SSE STAR Market: A Perspective of Herd Behavioral Model Based on High-Frequency Data.

机译：SSE星级市场高波动性和流动性的神秘性：基于高频数据的畜群行为模型的视角。

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This article focuses on the herd behavior of the SSE STAR Market between July 22, 2019, and April 31, 2020, to analyze the dynamic evolution of herd behavior in the SSE STAR market under the characteristics of high liquidity and volatility based on high-frequency daily data, as a way to explain the mystery of high volatility and liquidity of the SSE STAR market. The results show that the SSE STAR market has significant herd behavior in the sample period, and has typical high asymmetry and volatility characteristics, but does not have high liquidity characteristics.

机译：本文侧重于2019年7月22日至2020年4月22日至2020年4月31日之间的SSE星级市场的畜群行为，分析了基于高频率高流动性和波动性的证券明星市场畜群行为的动态演变日常数据，作为解释SSE星级市场的高波动性和流动性的奥秘的一种方式。结果表明，SSE星级市场在样品期间具有显着的畜群行为，具有典型的高不对称性和挥发性特征，但没有高流动性特征。

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《International Conference on Big Data and Social Sciences》|2020年|96-100|共5页
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Wenqi Yang;
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Social sciences; Big Data; Data models;

机译：社会科学;大数据;数据模型;

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机译：导致资产市场泡沫和崩溃的异类期望：基于代理的模型中的临界点，羊群行为和群体效应

The Mystery of High Volatility and Liquidity in SSE STAR Market: A Perspective of Herd Behavioral Model Based on High-Frequency Data.

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