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dc.contributor.advisor潘越
dc.contributor.author宋友勇
dc.date.accessioned2016-02-14T03:28:13Z
dc.date.available2016-02-14T03:28:13Z
dc.date.issued2010-07-09 11:09:46.0
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/40935
dc.description.abstract直接受益于管理层大力扶持和发展机构投资者的积极政策,我国机构投资者纷纷崛起,并逐渐成为了市场的主导力量。市场也已逐渐告别了散户与庄家间博弈的时代,跨入到了机构与机构间、机构与散户间博弈的新时代。本文运用面板数据模型,研究2004年第2季度到2008年第3季度各类机构投资者在不同发展阶段和不同的牛、熊市场周期时对市场定价效率的影响。实证研究发现:无论是在机构投资者缓慢发展阶段,还是在跨越式发展阶段;无论是在牛市,还是在熊市,除了对非机构重仓股影响不明显外,各类机构投资者均未能有效地提高机构重仓股的定价效率。特别地,机构投资者中占比最高的证券投资基金始终扮演着降低机构重仓股定价效率的负面角色。在此...
dc.description.abstractDirectly benefited from the management’s active policy to greatly develop institutional investors, China’s institutional investors have risen sharply and gradually become the dominant force in the equity market. As a result, the market has also said goodbye to the old game era between individual investors and big players, entering into a new game era among different institutional and individual in...
dc.language.isozh_CN
dc.relation.urihttps://catalog.xmu.edu.cn/opac/openlink.php?strText=24302&doctype=ALL&strSearchType=callno
dc.source.urihttps://etd.xmu.edu.cn/detail.asp?serial=25609
dc.subject机构投资者
dc.subject定价效率
dc.subject面板数据
dc.subjectInstitutional Investor
dc.subjectMarket Pricing Efficiency
dc.subjectPanel Data
dc.title机构投资者是否提高了市场的定价效率?——基于中国数据和实际案例的研究
dc.title.alternativeHave Institutional Investors Improved Market Pricing Efficiency?-An In-depth Study Based on Chinese Data and Case Study
dc.typethesis
dc.date.replied2010-05-22
dc.description.note学位:经济学硕士
dc.description.note院系专业:经济学院金融系_投资学
dc.description.note学号:15620071151453


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