期刊文献+

识别被锁定流通股数量的一种定量分析方法 被引量:5

A Method of Quantitative Analysis on Identifying the Quantity of Locked Circulated Stock
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摘要 通过分析股票价格和成交量的内在关系,建立股票价格的塑性模型,并对该模型进行推导,提出了一种识别被锁定流通股数量的定量分析方法,并对三支问题股进行了相应的实证研究.实证结果表明本文方法计算出的被锁定流通股数量与历史相符合. Through analyzing the inherent relation between the stock prices and trading volume, a stock price plasticity model is set up and derived leading to a method of quantitative analysis on identifying the quantity of locked circulated stock. The method is empirically analyzed basing on three-question stock. The result shows that the quantity of the locked circulated stock calculated by the method matches with the quantity in history.
出处 《系统工程理论与实践》 EI CSCD 北大核心 2007年第4期19-26,共8页 Systems Engineering-Theory & Practice
关键词 股价塑性模型 量价关系 市场操纵 锁定量 plasticity model of stock price price-volume relation market manipulation the quantity of locked circulated stock
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参考文献5

  • 1夏昕阳,杨之曙.市场操纵:最新研究进展[J].证券市场导报,2004(11):50-56. 被引量:8
  • 2翟爱梅,王雪峰.股票价格塑性理论模型研究[C]//北京大学"2004年全国博士生学术论坛"论文集,北京:北京大学出版社,2004,8:132-141.
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二级参考文献17

  • 1游士兵,吴圣涛.中国证券违法犯罪的实证研究[J].证券市场导报,2001(6):16-20. 被引量:33
  • 2刘胜军.股价操纵与反操纵监管[J].证券市场导报,2001(7):13-17. 被引量:7
  • 3Aggarwal, R K and Wu, G , 2002, "Stock Market Manipulation-Theory and Evidence", Working Paper,University of Michigan.
  • 4Allen, F K and Gale, D , 1992, "Stock-Price Manipulation" , Review of Financial Studies, Vol.5, pp. 503-529.
  • 5Bagnoli, M. and Lipman, B L ,1996, "Stock Price Manipulation Through Takeover Bids" , Rand Journal of Economics, Vol. 27, pp. 124-147.
  • 6Benabou, R. and Laroque, G.,1992, "Using Privileged Information to Manipulate Markets: Insiders, Gurus, and Credibility", Quarterly Journal of Economics, Vol. 107, pp. 921-958.
  • 7Chakraborty, A and Yilmaz, B ,1999, "Nested Information and Manipulation in Financial Markets" ,Working Paper, University of Pennsylvania.
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  • 9Cherian, J A and Kuriyan, V J ,1998, "lnformationless Manipulation in a Market Maker-type Economy" , Working Paper, Boston University.
  • 10Felixson, K and Pelli, A , 1999, "Day End Returns-Stock Price Manipulation" , Journal of Multinational Financial Management, Vol. 9, pp. 95-127.

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二级引证文献8

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