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| 摘要: |
| 中国股市波动性很大,存在过量的噪声交易,其主要原因之一是信息不对称.Eas-lev,O'Hara,Paperman模型可以对信息不对称现象作一个量上的检测,有助于监管部门提高对股市规范化的监督能力. |
| 关键词: 信息不对称 逆向选择 隐藏行动 泊松分布 |
| DOI： |
| 分类号:F832.5 |
| 基金项目: |
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| Analysis of information asymmetry phenomenon in China''''s stock market |
|
陶庆梅' target='_blank'>TAO Qing-mei
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| Abstract: |
| The fluctuation of China's stock market is very big and excessive noise trade exists. One of the reasons is information asymmetry. The models of Easley, O'Hara and Paperman can make quantitative check for information asymmetry and help to promote standard |
| Key words: information asymmetry,reverse selection,concealed action,Poisson distribution |
