大大宗交易易的定定价机制制与市市场冲击击 - 金融工程

ContentsContentsChapter 1 Introduction ......................................................................... 11.1 Background and Motivation .......................................................................... 11.2 Research Methods and Results ...................................................................... 21.3 Innovation and Limitations ............................................................................ 31.4 Structure .......................................................................................................... 4Chapter 2 Literatures Review .............................................................. 62.1 Block Trading and the Block Trading System ............................................. 62.1.1 Block Trading ............................................................................................ 62.1.2 Function and Significance of the Block Trading System .......................... 62.1.3 Foreign Block Trading System Review ..................................................... 72.2 Literatures Review on Block Trading ........................................................... 92.2.1 Foreign Literatures Review on Block Trading .......................................... 92.2.2 Foreign and Domestic Research on Block Trading of China .................. 132.2.3 Results of Research on Block Trading in China ...................................... 152.3 Literatures Review on PIN Modle ............................................................... 152.3.1 Definition of Information Risk ................................................................ 152.3.2 Foreign Literatures Review on Information Risk .................................... 152.3.3 Domestic Literatures Review on Information Risk ................................. 17Chapter 3 Development of Block Trading System of China ........... 183.1 Brock Trading System of Chinese Security Market .................................. 183.1.1 Block Trading System of Chinese Security Market ................................ 183.1.2 Criteria of Block Trading ......................................................................... 183.1.3 Manner of Block Trading......................................................................... 193.1.4 Time-Bound of Block Trading ................................................................. 19VI