| 中国证券市场股价操纵预警指标研究 |
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| 引用本文： | 沈晨,胡代平.中国证券市场股价操纵预警指标研究[J].科学技术与工程,2011,11(4). |
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| 作者姓名： | 沈晨 胡代平 |
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| 作者单位： | 上海交通大学安泰经济与管理学院,上海,200052 |
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| 摘 要： | 以中国证监会网站公布的股价操纵行政处罚决定案例为样本,通过实证研究考察在操纵开始日前后40天有显著差异的股票特征变量,包括交易量、收益率和系数,结果表明,这些特征变量可作为股价操纵实时预警的指标。
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| 关 键 词： | 股价操纵 预警指标 系数 换手率 收益率 |
| 收稿时间： | 2010/11/11 0:00:00 |
| 修稿时间： | 2010/11/11 0:00:00 |
Early Warning Indicators of Price Manipulation in the Chinese Stock Market |
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| shenchen and hu dai ping.Early Warning Indicators of Price Manipulation in the Chinese Stock Market[J].Science Technology and Engineering,2011,11(4). |
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| Authors: | shenchen and hu dai ping |
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| Institution: | SHEN Chen,HU Dai-ping(Antai Collage of Economics & Management,Shanghai Jiaotong University,Shanghai 200052,P.R.China) |
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| Abstract: | Based on the stock manipulation cases revealed in the penalty announcements by the China Securities Regulatory Commission, this essay studied the stock variables that would change conspicuously shortly after the stock had been manipulated. The empirical studies show that variables such as trading volume, rate of return and Coefficient could be used as real-time indicators for price manipulation. |
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| Keywords: | price manipulation early warning indicator coefficient turnover rate rate or return |
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