基于半参数模型的绿色基金市场赎回异象研究  

Research on the Redemption Anomalies of Green Fund Market Based on Semi Parametric Model

作　　者：董洺玮 Mingwei Dong(School of Economics and Management,Nanjing Forestry University,Nanjing,Jiangsu,China)

机构地区：[1]南京林业大学经济管理学院,江苏南京

出　　处：《管理科学与研究（中英文版）》2022年第10期156-162,共7页Management Science and Research

摘　　要：本文从wind数据库中选取基金简称中含有“绿色”、“环保”、“低碳”、“美丽”、“新能源”字样的绿色基金,并将样本期间确定为2018年1月至2021年6月,共14个季度的面板数据,通过半参数可加模型进行分析。研究结果显示,我国绿色基金市场上并不存在所谓的赎回异象。This paper selects green funds with the words"green","environmental protection","low-carbon","beautiful"and"new energy"in the fund abbreviation from the wind database,and determines the sample period as January 2018 to June 2021.A total of 14 quarters of panel data are analyzed through a semi parametric additive model.The results show that there is no so-called redemption anomaly in China's green fund market.

关 键 词：绿色基金 赎回异象 半参数可加模型 

分 类 号：F83[经济管理—金融学]