期刊文献+

中国内地认股权证的波动研究——以石化权证为分析特例

China's Mainland Research Warrants Fluctuations——To Warrant Analysis of Petrochemical Special Case
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摘要 权证市场价格的异常波动是投资者和监管者热切关注的问题。试图通过实证分析得出中国内地权证的价格波动特点;并从主客观方面分析导致权证价格异常波动的原因。因此,为了减少投资者的投资风险,客观上需要完善权证市场机制,主观上需针对投资者的心理对投资者进行引导教育,同时,完善证券市场的信息披露制度,加强市场监管。 The abnormal fluctuations of market price for warrants have been taken great interests by investors and regulatory authority. The eharactersitcs of Chinese Mainland warrant price fluctuations have been studied through empirical analysis, and then subjective and objective reasons resulting in abnormal fluctuations are also analyzed. Therefore, we should better market mechanism for warrant objectively and instruct the minds of investors subjectively. Meanwhile, we shold perfect information disclosure system for securities market to strengthen market supervision.
出处 《价值工程》 2009年第7期165-168,共4页 Value Engineering
关键词 认股权证 标的股票 价格 波动率 GARCH Warrants subject shares price volatility GARCH
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