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本文主要以上海证券交易所2003年～2013上半年的大宗交易平台数据为主,对上海证券交易所大宗交易的交易价格进行实证分析。分析大宗交易的交易价格是存在显著性的折价交易,同时应用计量模型对影响大宗交易折价交易的因素进行分析。
In this paper, the data of the major trading platforms of the Shanghai Stock Exchange from 2003 to the first half of 2013 are mainly analyzed empirically for the trading prices of the block trades on the Shanghai Stock Exchange. The analysis of the trading price of the block trades is significant discount trading, and the application of the econometric model to analyze the factors that affect the trading of the block trades.