信息交易对股票超额收益的影响:来自深圳创业板的证据

2015 12th International Conference on Service Systems and Service Management (ICSSSM) Pub Date : 2015-06-22 DOI:10.1109/ICSSSM.2015.7170172

He Xiaohong, Liu Yucan

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引用次数: 0

摘要

本文主要研究信息交易对股票超额收益的影响。本文以深圳创业板176只股票为样本，试图说明信息交易对股票超额收益的影响。实证检验结果表明，信息交易与股票超额收益之间存在显著的正相关关系。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Impact of information trading on stock excess returns: Evidence from Shenzhen GEM

This paper focuses on studies of the effects of information trading on stock excess returns. We try to illustrate the information trading effect on the stock excess returns with a sample of 176 stocks on Shenzhen GEM. Using empirical tests, the results show that there is a positive and statistically significant correlation between information trading and stock excess returns.

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2015 12th International Conference on Service Systems and Service Management (ICSSSM)

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