| “配股权”与IPO抑价关系模型及数值分析 |
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| 引用本文： | 胡一朗.“配股权”与IPO抑价关系模型及数值分析[J].科学技术与工程,2011,11(17):4029-4033,4047. |
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| 作者姓名： | 胡一朗 |
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| 作者单位： | 莆田学院管理学院,莆田,351100 |
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| 基金项目： | 福建省教育厅社会科学研究项目“证券市场问题定量化研究”(JBS07104)资助 |
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| 摘 要： | 假设存在对新股价值三种异质预期的询价对象,在风险规避条件下,求解出最优均衡报价的解析表达武。在此基础上,进一步数值分析"配股权"与IPO抑价关系。研究表明,当询价对象是风险规避者,"配股权"能发挥最优作用。
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| 关 键 词： | 配股权 IPO抑价 数值分析 |
| 收稿时间： | 3/13/2011 9:13:59 AM |
| 修稿时间： | 3/13/2011 9:13:59 AM |
Numerical Analysis Relational Model Between Right |
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| HU Yi-Lang.Numerical Analysis Relational Model Between Right[J].Science Technology and Engineering,2011,11(17):4029-4033,4047. |
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| Authors: | HU Yi-Lang |
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| Institution: | HU Yi-lang (School of Management,Putian University,Putian 351100,P.R.China) |
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| Abstract: | The analytical expression of the optimal equilibrium auction is worked out,supposing the three kind risk averter of inquiry objects is heterogeneous expectations for new share value.The relation between the right of allocating shares and the IPO underpricing is analyzed numericelly on this basis furtherly.The study result shows that when the inquiry object is risk aversion,right of allocating shares can play the best role. |
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| Keywords: | right of allocating shares IPO underpricing numerical analysis |
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