In this paper, a comprehensive empirical study is given to analyze the effects of transparency on the market quality of Shenzhen a share market.
本文通过实证分析,较为全面地考察了透明度提高对深圳A股市场质量带来的影响。
Using transactions data for A-share stocks in Shenzhen stock market, this paper studies market depths change after increased limit order book disclosure.
运用深圳证券交易所A股股票的交易数据,实证分析了指令簿透明度增加后市场深度的变化。
We also find that Share A markets are more efficient than Share B markets, but there is no clear evidence on which stock exchanges market, Shanghai or Shenzhen, is more efficient.
我们还发现,A股市场比B 股市场有效性相对更高,但没有系统的证据显示沪深股市谁的有效性更高。
We also find that Share A markets are more efficient than Share B markets, but there is no clear evidence on which stock exchanges market, Shanghai or Shenzhen, is more efficient.
我们还发现,A股市场比B 股市场有效性相对更高,但没有系统的证据显示沪深股市谁的有效性更高。
应用推荐