机构投资者与股票价格波动研究综述
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上海财经大学学报 2006 年 第 08 卷第 05 期, 页码：93 - 99
摘要
参考文献
摘要
本文研究国内外机构投资者的偏好、作用、投资策略、交易策略、交易规模及机构投资者持有量与股票收益波动的关系,综述了机构投资者对股票价格波动的影响。本文的研究将为提高我国机构投资者的业务创新、投资管理等能力,促进我国机构投资者的国际化、本土化、规范化提供理论依据和支持。
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[3]Faugere C.,and H.A.Shawky.Volatility and Institutional Investor Holdings in a Declining Marker:AStudy of NASDAQ during the Year 2000[J].Journal of Applied Finance,2003,13:32~42.
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[6]祁斌,黄明,陈卓思,杜丽虹.机构投资者发展与市场有效性及稳定性[R].上海证券交易所“上证联合研究计划”课题研究报告,2005.
[7]赵涛,郑祖玄.信息不对称与机构操纵[J].经济研究,2002,(7).
[2]Chiyachantana C.N.,P.K.Jain,C.Jiang and R.A.Wood.International Evidence on InstitutionalTrading Behavior and Price Impact[J].Journal of Finance,2004,59:869~898.
[3]Faugere C.,and H.A.Shawky.Volatility and Institutional Investor Holdings in a Declining Marker:AStudy of NASDAQ during the Year 2000[J].Journal of Applied Finance,2003,13:32~42.
[4]Gabaix X.,P.Gopikrishnan,V.Plerou,and H.E.Stanley.Institutional Investors and Stock MarketVolatility[Z].Working Paper 11722,National Bureau of Economic Research,2005.
[5]Lakonishok J.,A.Shleifer,and R.W.Vishny:The Impact of Institutional Trading on Stock Price[J].Journal of Financial Economics,1992,32:23~43.
[6]祁斌,黄明,陈卓思,杜丽虹.机构投资者发展与市场有效性及稳定性[R].上海证券交易所“上证联合研究计划”课题研究报告,2005.
[7]赵涛,郑祖玄.信息不对称与机构操纵[J].经济研究,2002,(7).
引用本文
徐龙炳, 赵娜. 机构投资者与股票价格波动研究综述[J]. 上海财经大学学报, 2006, 8(5): 93–99.
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