国外股市内幕交易研究综述
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外国经济与管理 2001 年 第 23 卷第 11 期, 页码：26 - 30
摘要
参考文献
摘要
股市内幕交易是国外金融市场理论的研究热点领域。国外内幕交易研究可以分为两个阶段。在初始阶段 ,研究尚停留在经验水平 ;2 0世纪 80年代中后期以来 ,内幕交易研究基本进入成熟阶段。这一阶段的研究以噪音理性预期均衡模型为研究工具 ,对内幕交易进行了较为全面的分析。同时 ,内幕交易对内部交易人、外部交易者和上市公司也有着复杂的影响。
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[2]Bhattacharya,Uptal,andSpiegel,MatthewInsiders,Outsiders,andMarketBreakdown[J]ReviewofFinancialStudies,1991,4(1):225-82
[3]BhattacharyaUptalWorldPriceofInsiderTrading[J].WorkingPaper(ForthcominginJournalofFinance)KelleySchoolofBusiness,IndianaUniversity,2000.
[4]Chakraborty,A .andYilmaz,B .InformedManipulation[J]WorkingPaperRodneyL WhiteCenterForFinancialResearch,WhartonSchool,Univ.ofPenn,2000,(7).
[5]Hu,JieandNeo,ThomasH .InsiderTrading,CostlyMonitoring,andManagerialIncentive[J]WorkingPaper,FederalRe serveBankofAtlanta,1997,(2)
[6]Jeng,L .,Metrick,A andZeckhauser,R ..EstimatetheReturntoInsiderTrading[J]WorkingPaper,1999
[7]John,k andNarayanan,R MarketManipulationandtheRoleofInsiderTradingRegulation[J]JournalofBusiness,1997,70(2):217-243
引用本文
冯宗容, 赵山, 高承佳. 国外股市内幕交易研究综述[J]. 外国经济与管理, 2001, 23(11): 26–30.
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