为解决这个问题,研究采用了金融学中流行的事件研究法(event study method)。首先,找出每只股票回报和大市回报的关系(如公司在德国上市,便参考德国股市的整体回报),再把股票因大市而起的变动扣除。
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Using event study method, the paper does positive research on China’s IPO’s, and makes the same result. Quick reaction of stock price to the event is an important support to semistrong-form efficiency of China’s stock market.
本文采用事件研究法对我国初发市场进行实证研究 ,得出了同样的结论。
参考来源 - 初发市场价格低估的实证分析Based on the event study method,this paper makes an empirical study on the fluctuation of transaction price and quantity for the fist time because of the sample stock"s adjustment of the Shanghai Securities 180 index.
用“事件分析法”首次对上证180指数样本股调整所造成股票的交易价格、数量等的波动进行了实证检验。
参考来源 - 期刊学术社区·2,447,543篇论文数据,部分数据来源于NoteExpress
Event study method and regression analysis were employed.
研究方法:事件研究法和回归分析。
Event study method is used to measure the economic impact of events on firm value.
事件研究方法被用来测度经济事件对公司价值的影响。
The event study method is a statistical method used to analyze specific events 'effects on the stock prices.
事件研究法是一种统计方法,用以分析特定事件对股票市场证券价格的影响。
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