The Feature of Probability of Informed Trading and Risk Pricing in Shanghai Stock Market
HAN Li-yan1, ZHENG Jun-yan1, LI Dong-hui2
1.School of Economics and Management, Beijing University of Aeronautics and Astronauties, Beijing 100083, China;
2. Finance Department, the University of New South Wales, Sydney NSW 2052, Australia
HAN Li-yan, ZHENG Jun-yan, LI Dong-hui. The Feature of Probability of Informed Trading and Risk Pricing in Shanghai Stock Market[J]. Chinese Journal of Management Science, 2008, 16(1): 16-24.