| 中国封闭式基金折价特征的实证分析 |
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| 引用本文： | 陈健,李湛. 中国封闭式基金折价特征的实证分析[J]. 上海师范大学学报(哲学社会科学版), 2005, 34(5): 46-51 |
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| 作者姓名： | 陈健 李湛 |
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| 作者单位： | 上海师范大学商学院，上海交通大学安泰管理学院 上海 200234，上海 200030 |
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| 摘 要： | 封闭式基金折价交易在各国资本市场普遍存在。中国也不例外。不同的投资者结构,不同的市场环境均会导致封闭式基金折价不同的波动。文章通过构造基金折价指数、价格指数、净值指数和上证综合指数,利用相关性检验,分析在不同市场环境下封闭式基金折价特征,并对结论进行解释。
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| 关 键 词： | 封闭式基金 折价特征 市场环境 |
| 文章编号： | 1004-8634(2005)05-0046-(06) |
| 收稿时间： | 2005-03-01 |
| 修稿时间： | 2005-03-01 |
A Study of Discounts of Closed-End Funds in China''''s Stock Market |
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| CHEN Jian,LI zhan. A Study of Discounts of Closed-End Funds in China''''s Stock Market[J]. Journal of Shanghai Normal University (Philosophy & Social Sciences Edition), 2005, 34(5): 46-51 |
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| Authors: | CHEN Jian LI zhan |
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| Affiliation: | CHEN Jian~1,LI zhan~2 |
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| Abstract: | The volatility of discounts of closed-end funds is triggered by different investor types and different market environments. In this paper, SSE Composite, indexes of discounts, prices and the underlying net assets are constructed to explain discounts of closed-end funds in different market environments. Some potential explanations are discussed with regard to the conclusion. |
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| Keywords: | closed-end fund discount features market environments |
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