| 按质论价法在证券市场效率分析中的应用 |
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| 引用本文： | 姚莉萍,徐爱东.按质论价法在证券市场效率分析中的应用[J].武汉科技大学学报(自然科学版),2004,27(1):104-105. |
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| 作者姓名： | 姚莉萍 徐爱东 |
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| 作者单位： | 武汉科技大学管理学院,湖北,武汉,430081 |
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| 摘 要： | 针对"事件研究法"在检验证券市场效率中存在的不足,采用"按质论价法"估算事件对市场的真实影响的测度,并用它测算出《证券法》颁布这一典型事件引起的股票组合的超额收益率,验证了"按质论价法"在市场效率研究中的有用性。
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| 关 键 词： | 证券制度 按质论价法 半强式有效 |
| 文章编号： | 1672-3090(2004)01-0104-02 |
| 修稿时间： | 2003年8月29日 |
Application of Hedonic Price Method in Analysis of the Efficiency of Stock Market |
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| YAO Li-ping,XU Ai-dong.Application of Hedonic Price Method in Analysis of the Efficiency of Stock Market[J].Journal of Wuhan University of Science and Technology(Natural Science Edition),2004,27(1):104-105. |
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| Authors: | YAO Li-ping XU Ai-dong |
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| Abstract: | In light of the ineffectiveness of "incident research method" in testing the efficiency of stock market,the hedonic price method is proposed in this paper for the very purpose.And the proposed method has been successfully employed in calculating the excess earning rate of grouped stocks resulting from the promulgation of Law of Stock,a typical incident,which proves its validity. |
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| Keywords: | stock system hedonic price method semistrong-form efficiency |
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