期刊文献+

我国证券市场内幕消息获取与利用中的信息博弈

On Game Theory of Inside Information on China's Stock Market
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摘要 首次从信息博弈的角度对我国证券市场内幕信息获取和利用进行分析,剖析动态博弈中内幕交易者的决策过程和均衡策略,以期对识别内幕交易行为及其监管提供参考。 The author analyzes the acquirement and utilization of inside information on China's stock market from the angle of information game for the first time. This study also analyses the trader's decision-making process and equilibrium tactics during the course of dynamic game in order to help distinguish and regulate it.
作者 张艳
出处 《软科学》 CSSCI 2005年第2期30-33,共4页 Soft Science
基金 国家自然科学基金资助项目(70203007) 中流文教及喜马拉雅研究发展基金会资助项目
关键词 证券市场 内幕信息 信息博弈 stock market inside information game theory of information
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  • 1何佳,何基报,刘胜军:“规范信息披露制度,打击内幕交易行为”,“中国证券报”,2002.5.28
  • 2Chakravarty and McConnell (1999) : " Does insider trade trading really move stock price" ? Journal of Financial and Quantitative Analysis, Vol. 34, NO. 2
  • 3Lisa K. Meulbropck (1992) : "An emperical analysis of illegal insider trading" , The Journal of Finance Vol. XLVII, NO. 5
  • 4Bradford Comer and Brik R. Sirfi (1992) : " The reaction of investors and stock price to insider trading" , The Journal of Finance Vol. XLVII, NO. 3
  • 5B. Espen Eekbo and David C. Smith (1998) " The conditional performance of insider trades" , The Journal of Finance Vol. LIII, N0. 2
  • 6Bhattacharya and Daouk (2002) : "The world price of insider trading" , The Journal of Finance Vol. LVII, NO. 1

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