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中国股市磁效应分析——基于公司股权结构视角

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摘要 文章采用GMM模型,利用沪深A股1001只股票的5分钟高频数据来研究沪深A股的磁效应现象。研究发现虽然沪深A股整体不存在磁效应,但是不同股权结构的股票其上下限磁效应现象并不相同。
出处 《经济师》 2012年第2期95-97,共3页
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