限售股解禁上市背景下证券投资基金持仓行为的实证研究  

作　　者：姚禄仕[1] 熊燕[1] 吴海滨[1] 

机构地区：[1]合肥工业大学管理学院,安徽合肥230009

出　　处：《现代物业（中旬刊）》2009年第10期13-15,共3页Modern Property Management

摘　　要：本文通过分别对开放式基金和封闭式基金的各季度持仓进行统计整理和方差分析,说明限售股解禁因素由被忽视到被重视过程中证券投资基金持仓决策的转变,并用回归分析证明限售股解禁对基金持仓的影响。Through carting on the statistical processing and the variance analysis to the .fund position of open-ended fund and close-ended fund in different quarters respectively, the article tries to explain the decision-making transformation during the process that the listed restricted stocks were taken seriously from ignored. The article will also try to find out the effects of listed restricted stocks on fund position behavior using regression analysis.

关 键 词：限售股 证券投资基金 持仓 

分 类 号：F832.51[经济管理—金融学]