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本文主要从市场角度，对信息冲击与资产定价之间的关系进行研究。实证数据表明，加入信息冲击后，溢价显著存在，交易成本在资产定价模型中是非常重要的因素。
信息冲击与资产定价
【摘 要】
：
本文主要从市场角度，对信息冲击与资产定价之间的关系进行研究。实证数据表明，加入信息冲击后，溢价显著存在，交易成本在资产定价模型中是非常重要的因素。
【机 构】
：
深圳大学经济学院;中山大学行为金融与金融经济学研究所
【出 处】
：
中国数量经济学会2009年年会
【发表日期】
：
2009年3期
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