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The Frontiers of Society, Science and Technology, 2020, 2(5); doi: 10.25236/FSST.2020.020516.

Analysis of Investor Behavior and Stock Market Reporting Volatility Based on Asset Pricing Model


Huizhen Long

Corresponding Author:
Huizhen Long

College of  Arts and Sciences, Columbia University, New York 10025, NY


Under the assumption of rational economic man, traditional financial theory constructs a perfect theoretical system through general equilibrium analysis and arbitrage-free equilibrium analysis. Generally speaking, when the investor's mood is high, the subsequent market yield will decrease, whereas when the mood is low, the market yield will increase. As far as the option model is concerned, the option pricing model gives the option price and five basic parameters. As investors cannot obtain all the information, it is impossible to analyze all the information and cannot handle complicated judgments. Based on this article, this paper analyzes investor behavior and stock market reporting volatility based on asset pricing model.


Asset pricing model, Investor behavior, Stock market fluctuation

Cite This Paper

Huizhen Long. Analysis of Investor Behavior and Stock Market Reporting Volatility Based on Asset Pricing Model. The Frontiers of Society, Science and Technology (2020) Vol. 2 Issue 5: 64-69. https://doi.org/10.25236/FSST.2020.020516.


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