股价信息含量测度方法、决定因素及经济后果研究综述

被引：8

作者：

袁知柱

鞠晓峰

机构：

[1] 哈尔滨工业大学管理学院

来源：

管理评论 | 2009年 / 21卷 / 04期

关键词：

股价信息含量; 测度方法; 决定因素; 经济后果;

D O I：

10.14120/j.cnki.cn11-5057/f.2009.04.014

中图分类号：

F830.91 [证券市场]; F224 [经济数学方法];

学科分类号：

1201 ; 020204 ; 0701 ; 070104 ;

摘要：

股价信息含量是衡量一个国家证券市场运行效率的重要标志,因此这一重要的证券市场研究课题目前受到了越来越多的重视。本文对相关文献进行了回顾,系统的评述了股价信息含量的研究成果,包括股价信息含量的测度方法,股价信息含量的宏观及微观层面决定因素和股价信息含量的经济后果,并指出了股价信息含量的研究不足及未来的主要研究方向。

引用

页码：42 / 52

页数：11

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