有限理性下的自媒体证券信息传播：资源价值与负面效应

项目名称： 有限理性下的自媒体证券信息传播：资源价值与负面效应

项目编号： No.71271174

项目类型： 面上项目

立项/批准年度： 2013

项目学科： 管理科学

项目作者： 董大勇

作者单位： 西南交通大学

项目金额： 55万元

中文摘要： 自媒体证券信息传播为证券市场带来双面影响。本项目从有限理性视角考察自媒体证券信息传播的微观全过程，系统探讨自媒体证券信息传播的内容和行为特征。以有限注意为切入点，从主动需求信息和被动接受信息区分的自愿与非自愿注意力配置角度构建行为信息传播理论分析框架，分别考虑个体行为偏误、群体适应性选择而构建微观的个体行为信息传播模型、宏观的市场自适应行为信息传播模型，揭示自媒体证券信息传播行为偏误影响市场效率的作用机理；从市场交易驱动注意力变化的角度，构建市场驱动的行为信息传播模型，刻画自媒体证券信息传播与证券市场间的动态关系；进而引入操纵性信息传播对注意力配置的影响而构建信息操纵行为传播模型，揭示信息操纵作用机制。借助中国证券市场数据进行实证检验，构建基于内容与行为特征的自媒体资源应用系统，开展自媒体证券信息治理与信息操纵管控的实证研究，为充分发挥自媒体对市场效率的积极作用抑制其负面效应寻求合理途径。

中文关键词： 自媒体；互联网社区；证券市场；信息传播；信息资源

英文摘要： The double-sided have impacted on the stock market of the We Media stock information transmission. This project will investigate the whole micro-process of the stock information transmission in We Media and systematically researches the transmission content and behavior features of it from the bounded rationality perspective. This project will build the theory analysis framework of behavior information transmission that started from the point of limited attention. On one side, this project takes the perspective of voluntary and involuntary attention allocation between the actively required information and passively receive information, to build the micro transmission information model of the individual behavior and macro transmission information model of the market adaptive behavior, through respectively considered the behavior bias of individuals and adaptive selection of groups, and to reflect the function mechanism by which the transmission behavior of We Media stock information affects the market efficiency. On the other side, this project will build the information transmission model of the market-driven behavior and described the dynamic relationship between the We Media information transmission and the stock market, from the perspective of attention changes driven by the market transactions. Then takes th

英文关键词： We-media；Internet Community；Securities Market；Information Dissemination；Information Resources