股票流动性、股价信息含量与企业投资决策

发布时间：2016-10-18 16:00

本文关键词：股价信息含量与市场交易活跃程度，由笔耕文化传播整理发布。

股票流动性、股价信息含量与企业投资决策；作者：；作者单位：；刊名：；英文刊名：；年，，卷(期)：；被引用次数：顾乃康，陈辉，GUNai-kang，；参考文献(45条)；1.AmihudY;MendelsonHAsse；2.DowJ;GortonGStockMarke；3.SubrahmanyamA;TitmanST；4.MaugELargeShareholde

股票流动性、股价信息含量与企业投资决策

作者：

作者单位：

刊名：

英文刊名：

年，卷(期)：

被引用次数：顾乃康，陈辉， GU Nai-kang， CHEN Hui中山大学管理学院,广州,510275管理科学JOURNAL OF MANAGEMENT SCIENCES2010,23(1)3次

参考文献(45条)

1.Amihud Y;Mendelson H Asset Pricing and the Bidask Spread[外文期刊] 1986(02)

2.Dow J;Gorton G Stock Market Efficiency and Economic Effeiciency:Is There a Connection 1997(03)

3.Subrahmanyam A;Titman S The Going-public Decision and the Development of Financial Markets1999(03)

4.Maug E Large Shareholders as Monitors:Is There a Trade-off between Liquidity and Control 1998(01)

5.Edamns A Blockholder Trading,Market Efficiency and Managerial Myopia 2009(06)

6.李增泉所有权结构与股票价格同步性--来自中国股票市场的证据 2005(03)

7.游家兴;张俊生;江伟制度建设、公司特质信息与股价波动的同步性--基于R2研究的视角 2006(01)

8.朱红军;何贤杰;陶林中国的证券分析师能够提高资本市场的效率吗--基于股价同步性和股价信息含量的经验证据[期刊论文]-金融研究 2007(02)

9.袁知柱;鞠晓峰制度环境、公司治理与股价信息含量[期刊论文]-管理科学 2009(01)

10.Holmstrom B;J Tirole Market Liquidity and Performante Monitoring 1993(04)

11.Grossman S;Stiglitz J E On the Impossibility of Informationally Efficient Markets 1980(03)

12.Durnev A;Morek R;Yeung B Value-enhancing Capital Budgeting and Firm-specific Stock ReturnVariation[外文期刊] 2004(01)

13.Luo Y Do Insiders Learn from Outsiders? Evidence from Mergers and Acquisitions 2005(04)

14.Chen Q;Goldstein I;Jiang W Price Informativeness and Investment Sensitivity to Stock Price[外文期刊] 2007(03)

15.Lipson M L;Mortal S Liquidity and Capital Structure 2009(04)

16.Fang V W;Noe T H;Tice S Stock Market Liquidity and Firm Value 2009(01)

17.Becker-Blease J R;Paul D L Stock Liquidity and Investment Opportunities:Evidence from IndexAdditions[外文期刊] 2006(03)

18.袁知柱;鞠晓峰股价信息含量的测度方法、决定因素及经济后果的研究综述[期刊论文]-管理评论 2009(04)

19.Grossman S On the Efficiency of Competitive Stock Markets Where Trades Have Diverse Information1976(02)

20.Grossman S Further Results on the Informational Efficiency of Competitive Stock Markets 1978(01)

21.Diamond D W;Verrecchia R E Information Aggregation in a Noisy Rational Expectations Economy1981(03)

22.Allen F Stock Markets and Resourse Allocation 1993

23.Boot A;Thakor A Financial System Architecture[外文期刊] 1997(03)

24.Habib M;Johnsen D B;Naik N Y Spinoffs and Information[外文期刊] 1997(02)

25.Chang C;Yu X Investment Opportunities,Liquidity Premium,and Conglomerate Mergers 2004(01)

26.侯永健股票市场的信息生产及其对公司投资的影响--理论与实证分析 2006

27.Hayek r A The Use of Knowledge in Society 1945(04)

28.Campbell J Y;Lettau M Dispersion and Volatility in Stock Returns:An Empirical Investigation 1999

29.Khanna N;Senti R Value Creating Stock Manipulation:Feedback Effect of Stock Prices on Firm Value

[外文期刊] 2004(03)

30.Glosten L;Milgrom P Bid,Ask,and Transaction Prices in a Specialist Market with HeterogeneouslyInformed Traders 1985(01)

31.Kyle A S Continuous Auction and Insider Trading 1985(06)

32.Goldstein I;Guembel A Manipulation and the Allocational Role of Prices 2008(01)

33.顾乃康;陈辉股票流动性与企业资本结构的决定--基于中国上市公司的经验证据[期刊论文]-财经研究2009(08)

34.Morck R;Young B;Yu W The Information Content of Stock Markets:Why do Emerging Markets HaveSynchronous Stock Price Movements[外文期刊] 2000(1-2)

35.Roll R R-squared 1988(03)

36.辛清泉;郑国坚;杨德明企业集团、政府控制与投资效率[期刊论文]-金融研究 2007(10)

37.Heflin F;Shaw K W Blockholder Ownership and Market Liquidity[外文期刊] 2000(04)

38.Rubin A Ownership Level,Ownership Concentration and Liquidity 2007(03)

39.张铮;刘力换手率与股票收益:流动性溢价还是投机性泡沫 2006(03)

40.陈梦根;毛小元 股价信息含量与市场交易活跃程度[期刊论文]-金融研究 2007(03)

41.Morck R;Shleifer A;Vishny R W The Stock Market and Investment:Is the Market a Sideshow 1990(02)

42.梁丽珍;孔东民中国股市的流动性指标定价研究[期刊论文]-管理科学 2008(03)

43.Peterson M A Estimating Standard Errors in Finance Panel Data Sets:Comparing Approaches[外文期刊]2009(01)

44.Durnev A;Morek R;Yeung B;Zarowin P Does Greater Firm-specific Return Variation Mean More or LessInformed Stock Pricing[外文期刊] 2003(05)

45.袁知柱;鞠晓峰基于面板数据模型的股价非同步性方法测度股价信息含量的有效性检验[期刊论文]-中国软科学 2009(03)

引证文献(3条)

1.陈辉.汪前元投资股价敏感性问题研究述评[期刊论文]-财贸研究 2012(3)

2.陈辉.顾乃康.万小勇股票流动性、股权分置改革与公司价值[期刊论文]-管理科学 2011(3)

3.杨继伟股价信息含量与资本投资效率——基于投资现金流敏感度的视角[期刊论文]-南开管理评论 2011(5)

本文链接：

下载地址：股票流动性、股价信息含量与企业投资决策_图文92.Doc

　　【】