{"title":"中国股票市场内幕交易特征实证分析","authors":"Xuan Zhang","doi":"10.1109/AIMSEC.2011.6010631","DOIUrl":null,"url":null,"abstract":"Choosing the sample cases disclosed by China Securities Regulatory Commission between 2004 and 2010, this paper conducts empirical analysis for the insider's trading from the fluctuation and characteristics of three indicators—cumulative abnormal returns, volume's fluctuation index, announcement effect and inside information effect, based on improved event study method. The result gives support to improve the method of real-time supervision of insider trading with the assistance of high technology and thus developing a more rigorous and efficient supervision of the securities market.","PeriodicalId":214011,"journal":{"name":"2011 2nd International Conference on Artificial Intelligence, Management Science and Electronic Commerce (AIMSEC)","volume":"32 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2011-09-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":"{\"title\":\"Empirical analysis of the insider trading's characteristics in China stock market\",\"authors\":\"Xuan Zhang\",\"doi\":\"10.1109/AIMSEC.2011.6010631\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Choosing the sample cases disclosed by China Securities Regulatory Commission between 2004 and 2010, this paper conducts empirical analysis for the insider's trading from the fluctuation and characteristics of three indicators—cumulative abnormal returns, volume's fluctuation index, announcement effect and inside information effect, based on improved event study method. The result gives support to improve the method of real-time supervision of insider trading with the assistance of high technology and thus developing a more rigorous and efficient supervision of the securities market.\",\"PeriodicalId\":214011,\"journal\":{\"name\":\"2011 2nd International Conference on Artificial Intelligence, Management Science and Electronic Commerce (AIMSEC)\",\"volume\":\"32 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2011-09-06\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"3\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2011 2nd International Conference on Artificial Intelligence, Management Science and Electronic Commerce (AIMSEC)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/AIMSEC.2011.6010631\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2011 2nd International Conference on Artificial Intelligence, Management Science and Electronic Commerce (AIMSEC)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/AIMSEC.2011.6010631","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Empirical analysis of the insider trading's characteristics in China stock market
Choosing the sample cases disclosed by China Securities Regulatory Commission between 2004 and 2010, this paper conducts empirical analysis for the insider's trading from the fluctuation and characteristics of three indicators—cumulative abnormal returns, volume's fluctuation index, announcement effect and inside information effect, based on improved event study method. The result gives support to improve the method of real-time supervision of insider trading with the assistance of high technology and thus developing a more rigorous and efficient supervision of the securities market.
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