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上市公司违规短线交易行为分析 被引量:1

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摘要 违规短线交易扰乱市场秩序危害投资者权益,其存在增加市场的不稳定性。那么分析其认定方法和其存在的原由,以及高管辩解理由与惩罚力度变得十分重要。
作者 王文婷
出处 《中国证券期货》 2012年第12期50-51,共2页 Securities & Futures of China
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同被引文献29

  • 1Grant J. High-frequency boom time hits slowdown [J]. Financial Times, 2011, (4): 12.
  • 2O'Reilly R. High frequency trading: Are our vital capital markets at risk from a rampant from of trading that ignored business fundamentals?[J]. The Analyst, 2012, (3).
  • 3Cumming D, Zhan F, Aitken M. High frequency trading and end-of-day price dislocation [Z]. York University, 2012, paper, ssrn. com.
  • 4Menkveld A J, et al. Middlemen interaction and its effect market quality [Z]. VU University Amsterdam, 2012, paper, ssrn. com.
  • 5Menkveld A J. High frequency trading and the new market makers[J]. Journal of Financial Markets,2013,16(4):712-740.
  • 6Zhu N. The local bias of individual investors [Z]. Yale University, 2002. paper, ssrn. com..
  • 7Xiong W, Yu J. The Chinese warrants bubble [J]. The American Economic Review, 2011,101 (6) : 2723 -2753.
  • 8Grossman S J, Miller M H. Liquidity and market structure[J]. The Journal of Finance, 1988,43 (3), 617-633.
  • 9Darolles S, et al. When market illiquidity generates volume[Z]. Universit6 Paris-Dauphine,2011,paper. ssrn. com.
  • 10Hasbrouck J, Saar G. Low-latency trading[J].Journal of Financial Markets, 2013, 16 (4): 646 679.

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