中国金融学.2006(总第十一辑)

目录
论文
技术分析师能否预测证券行情——基于对中国大陆以及香港和台湾地区股票市场的研究
基于BP神经网络的商业银行信用风险识别实证分析
上海股票市场限价指令成本与收益的实证研究
组合投资与不对称风险：基于VaR的风险一收益分析
上海、香港和纽约证券市场组合的“羊群行为”比较研究
中国期货市场交易行为及惯性和反转策略实证研究
债务、投资与产品市场行为
规模效应、随机游走假说与市场有效性——基于马尔科夫链对上海A股市场的实证研究
基金业组织形态的演变：一个理论分析框架
中小企业融资研究综述
Articles
Do the Technical Indicators Reward Chartists A Study on the Stock Markets of Chinese main land, Hong Kong and Taiwan
Empirical Analysis of Credit Risk for Commercial Bank Based on BP Neural Network
Empirical Research of Limit Orders' Cost and Return on the Shanghai Stock Exchange
Portfolio Choice and Asymmetric Risk: A Value- at- Risk- based Approach to Risk -return Analysis
Comparison of Herding towards Market Portfolio in Shanghai、 Hongkong and New York Stock Market
An Empirical Study on Trading Activity, Momentum and Contrarian Strategies in China Future Market
Debt, Investment and Product Market Behavior
The Size Effect, The Random Walk Hypothesis and The Efficient Markets: Evidence from the Shanghai Stock Exchange Using Markov Chains
The Evolution of The Fund Industrial Structure: A Theory Framework
SME Financing: A Literature Review