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我国股市信息非对称效应的影响因素研究

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摘要 本文运用T-Garch-M模型对我国股票市场的特征风格指数和不同样本期的综合指数进行实证分析,结果表明:市道、市盈率高低、盈利状况、股价高低和股票风格特征等因素对我国股票市场信息非对称反应有显著影响,股票规模大小对非对称性反应的影响不显著。
作者 胡娜 薛燕
出处 《商业时代》 北大核心 2007年第34期65-67,共3页 Commercial
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