Study on Information Leakage of “Securities Traders Backdoor Listing

摘要：

The hot concept Securities Traders Backdoor Listing has aroused double attitude of love and hate among investors, and the success and failure has caused wide concern of interested parties. Study on the information leakage, as a key part of such kind of event, has great significant realistic meaning. From the stock price change perspective, this paper discovers the imformation leakage of some securities firms backdoor listing events before the first disclosure announcement. Besides, the residual ratio model used in this paper is a short-cut and efficient method and can make up the deficiency of temporary suspension institution.

关键词： Securities traders backdoor information leakage residual ratio model

作者: XU Qifan HONG Juan

作者单位: Glorious Sun Management Institute,Donghua University,Shanghai,China,200051 School of Business Administration,Jingdezhen Ceramic Institute,Jiangxi,China,333403

会议类型: 国际会议

会议名称: 2009 International Conference on Management Science and Engineering(2009管理科学与工程国际会议)

会议地点: 北京

会议语种:英文

页码: 421-427

在线出版日期: 2009-11-01（万方平台首次上网日期，不代表论文的发表时间）