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股票大宗交易的交易价格研究 被引量:4

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摘要 文章从金融市场微观结构理论角度研究大宗交易的交易价格形成过程和原因,分析了大宗交易的交易成本和影响价格的各种因素,提出了我国针对大宗交易该采取怎样的对策。
出处 《经济师》 2005年第10期134-135,共2页
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参考文献7

二级参考文献14

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共引文献604

同被引文献22

  • 1徐信忠,黄张凯,刘寅,薛彤.大宗股权定价的实证检验[J].经济研究,2006,41(1):101-108. 被引量:48
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  • 3Amihud Y,Illiquidity and stockreturns: cross-section and time-serieseffects [J], Journal ofFinancial Markets 5: ,2002,31 - 56. 被引量:1
  • 4周彬.中国证券市场大宗交易研究[D].2007. 被引量:1
  • 5刘逖.大宗交易价格确定机制研究[J].上海证券交易所研究报告,2003. 被引量:1
  • 6王峻.境内外大宗交易机制比较研究及对上证所的借鉴.上海证券交易所高级金融专家工作站,2008,(10). 被引量:1
  • 7刘宝强.配股承销黑幕登台,幕后交易到几时[N].新京报,2005年1月4日. 被引量:1
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