【摘 要】
：
1997年的亚洲金融危机显示出个股的流动性受到市场因素的强烈影响,市场微观结构的研究开始更多地关注市场的系统性因素.本文以上海证券交易所全部A股的日交易数据为样本,证实
【机 构】
：
上海财经大学金融学院,上海,200433
论文部分内容阅读
1997年的亚洲金融危机显示出个股的流动性受到市场因素的强烈影响,市场微观结构的研究开始更多地关注市场的系统性因素.本文以上海证券交易所全部A股的日交易数据为样本,证实了我国大陆股市存在系统流动性,与美国、香港股市相比,这一因素的影响更显著;根据流通股每年的流通市值分组检验,发现我国大陆股市与香港股市相似,存在着"倒U"形态的规模效应;与发达股票市场不同,我国股市系统流动性的显著性比例与流通市值无明显的单调关系.
其他文献
企业跨国并购的微观效应评价可以从企业规模、无形资源和企业效益等视角分析.该文采用案例研究方法探索中国企业跨国并购的微观效应,指出企业对跨国并购的规模追求应持谨慎态
目的 探讨直径大小对未破裂颈内动脉侧方动脉瘤的血流动力学影响.方法 对小中大三型未破裂颈内动脉侧方动脉瘤进行三维建模及计算流体力学模拟分析,分析其瘤内的血流动力学参
Drought stress is one of the major factors affecting in wheat yield and grain quality. In order to investigate how drought stress might infl uence wheat quality
Expression proifles of ten pathogenesis-related (PR) genes during plant defense against Fusarium, Yellow dwarf virus (YDV) aphid-transmitted and Hessian fly (Hf
The plant mitochondrial genome displays complex features, particularly in terms of cytoplasmic male sterility (CMS). Therefore, research on the cotton mitochond
Reduced early crop growth and limited branching are amongst yield limiting factors of linola. Field response of seed priming treatments viz. 50 mmol L-1 salicyl
Isoprenoids are a functionally and structurally diverse class of natural organic chemicals. The universal precursors of all isoprenoids, isopentenyl diphosphate
RNA silencing is a fundamental plant defence and gene control mechanism in plants that are directed by 20-24 nucleotide (nt) small interfering RNA (siRNA) and m
Brassica campestris male fertility 19 (BcMF19;GenBank accession number GQ902048.1), a gene that is specially expressed in tapetum cells and microspores during a
Copper nanoparticle is a new material widely used in biological medicine, animal husbandry and industrial areas, but its potential toxicity to human health and