摘要
基于多因素市场模型的事件研究方法,本文对中国大陆证券市场中的三个内幕交易和市场操纵案例进行了研究。研究结果表明,该方法能够对这两种违法行为进行科学而准确地认定,可以直接应用于目前的执法实践。
Based on multi-factor market model and event study method, this paper studies 3 examples of insider trading and market manipulation in stock markets in Chinese mainland. The result shows that event study is efficient and can be applied to the practice of lawsuit.
出处
《当代经济管理》
2005年第5期129-136,共8页
Contemporary Economic Management
关键词
内幕交易
市场操纵
事件研究
event study
insider trading
market manipulation
