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題名:莊的度量及其定價含義:來自中國股市的經驗證據
書刊名:中國會計與財務研究
作者:魯桂華李志文
作者(外文):Lu, Gui-huaLee, Jevons Chi-wen
出版日期:2005
卷期:7:2
頁次:頁50-111
主題關鍵詞:股票操縱公司特徵資產定價Stock manipulationFirm characteristicsAsset pricing
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:2
期刊論文
1.蔡祥、李志文、張為國(2003)。中國實證會計研究述評。中國會計與財務研究,2,155-215。  延伸查詢new window
2.陳燈塔、洪永淼(2003)。中國股市是弱式有效的嗎--基於一種新方法的實證研究。經濟學,3(1)。  延伸查詢new window
3.陳曉、秦躍紅(2003)。‘莊家’與信息披露的質量。管理世界,2003(3)。  延伸查詢new window
4.薛爽(2002)。虧損公司的股票價格是如何確定的?。中國會計與財務研究,4(4),100-133。new window  延伸查詢new window
5.原紅旗(2001)。中國上市公司股利政策分析。財經研究,2001(3),33-41。  延伸查詢new window
6.張勝、陳金賢(2001)。深圳股票市場‘莊股市場’特徵的實證分析。經濟科學,2001(3)。  延伸查詢new window
7.Allen, Franklin、Douglas, Gale(1992)。Stock price manipulation。The review of Financial Studies,5,503-529。  new window
8.Bagnoli, Mark B.、Lipman, L.(1996)。Stock Price Manipulation through takeover bids。Rand Journal of Economics,27,124-147。  new window
9.Bailey, Warren、Chung, Peter Y.、Kang, Jun-Koo(1999)。Foreign Ownership Restrictions and Equity Price Premiums: What Drives the Demand for Cross Border Investments?。Journal of Financial and Quantitative Analysis,34(4),489-511。  new window
10.Demsetz, H.(1983)。Corporate control, insider trading, and rates of return。American Economic Review,86,313-316。  new window
11.Domowitz, Ian、Glen, Jack、Madhavan, Anath(1997)。Market Segmentation and Stock Price, Evidence from a Emerging Market。Journal of Finance,52,1059-1085。  new window
12.Elliot, J.、Richardson, Morse G.(1984)。The Association between insider trading and information announcements。Rand Journal of Economics,15,521-536。  new window
13.Finnerty, Joseph E.(1976)。Insiders and Market Efficiency。Journal of Finance,31,1141-1148。  new window
14.Groenewold, Nicolaas、Tang, Sam Hak Kan、Wu, Yanrui(2003)。The efficiency of the Chinese stock market and the role of the banks。Journal of Asian Economics,14(4),593-609。  new window
15.Madhavan, Ananth(2000)。Market microstructure: A survey。Journal of Financial Markets,3,205-258。  new window
16.Meulbroak, L.(1992)。An Empirical Analysis of Illegal Insider Trading。Journal of Finance,47,1661-1669。  new window
17.Viswanathana, S.、Wang, James J. D.(2002)。Market architecture: limit-order books versus dealership markets。Journal of Financial Markets,5,127-167。  new window
18.Xu, Cheng Kenneth(2000)。The microstructure of the Chinese stock market。China Economic Review,11,79-97。  new window
19.Sun, Q.、Tong, W.(2000)。The Effect of Market Segmentation on Stock Prices: The China Syndrome。Journal of Banking and Finance,24(12),1875-1902。  new window
20.Givoly, D.、Palmon, D.(1985)。Insider trading and the exploitation of insider information: Some empirical evidence。Journal of Business,58(1),69-87。  new window
其他
1.(20010212)。韓志國訪談:如果吳老贏得論戰,將是股市一場災難。  延伸查詢new window
2.何曉晴(20020616)。誰培育了幕後巨莊?有關人士反思中科創業案。  延伸查詢new window
3.秦洪(20021015)。資產重組出現‘化腐朽為神奇’之變化。  延伸查詢new window
4.(20010213)。五位經濟學家質疑吳敬璉,股市‘托’聲驟起。  延伸查詢new window
5.(20010212)。吳曉求訪談:‘賭場論’是情緒化的說法。  延伸查詢new window
6.吳敬璉(20010308)。我對證券市場的看法。  延伸查詢new window
7.周宏(20031222)。大批莊家盛極而衰今年覆滅,莊股將退出歷史舞臺。  延伸查詢new window
圖書論文
1.宋國青(200106)。中國股市的‘老鼠倉’模型。政策性研究簡報。  延伸查詢new window
2.Giridhar(2004)。Market Microstructure。WIPRO whitepapers。  new window
3.Jaffe, Jeffrey F.(1974)。The Effect of Regulation Changes on Insiders Trading。Bell Journal of Economics and Management Science。  new window
4.Lorie, James H.、Niederhoffer, Victor(1968)。Predictive and Statistical Properties of Insider Trading。Journal of Law and Economics。  new window
 
 
 
 
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