机构投资者对中国股价同步性的影响

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1、硕士学位论文机构投资者对中国股价同步性的影响THEIMPACTOFINSTITUTIONALINVESTORSONSTOCKPRICESYNCHRONICITYINCHINA作者：余相翰导师：张晏诚教授上海交通大学上海高级金融学院二○一三年五月万方数据TheImpactofInstitutionalInvestorsonStockPriceSynchronicityinChinaByXianghanYuUnderthesupervisionofProfessorYen-ChengChangSubmittedinPartialFulfillmentoftheRequirementsForth

2、eDegreeofMasterInFinanceShanghaiAdvancedInstituteofFinanceShanghaiJiaotongUniversityMay2013万方数据ContentsAbstract..........................................................................................................................i摘要..............................................................

3、..................................................................ii1Introduction...........................................................................................................11.1Researchbackground...................................................................................11.2N

4、eedforthestudy........................................................................................21.3MotivationandContributions......................................................................21.4Thesisstructure.............................................................................

5、................32ReviewofLiterature.............................................................................................42.1Definitionofstockpricesynchronicity........................................................42.2Methodsofmeasuringstockpricesynchronicity.............................

6、............52.3Theimpactofstockpricesynchronicity......................................................72.4Institutionalinvestorsandsynchronicity....................................................102.5BriefSummary...................................................................................

7、........113SynchronicityandInstitutionalinvestorsinChina.........................................123.1StockpricesynchronicityinChina............................................................123.2Investorstructu