正反馈交易模型及机构投资者交易行为的作用
2005-12-15分类号:F224;
【部门】江苏大学工商管理学院 江苏大学
【摘要】This paper analyses dealing behaviors of institution investors who own insider information under forbiddance of insider dealings by positive feedback dealing model.As a representative institution investor,investment fund always takes advantages instead of taking arbitrage when it faces the positive feedback dealers,which will cause fluctuation in security market.Finally,this paper gives some proposals on making institution investors play more important roles in stabilizing the market.
【关键词】内幕交易 正反馈交易 机构投资者 投资基金
【基金】
【所属期刊栏目】统计研究
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