| 中国证券市场“样本股效应”实证研究 |
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| 引用本文： | 渠苏平. 中国证券市场“样本股效应”实证研究[J]. 科技情报开发与经济, 2006, 16(17): 131-132 |
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| 作者姓名： | 渠苏平 |
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| 作者单位： | 中国矿业大学管理学院,江苏,徐州,221008 |
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| 摘 要： | 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。检验结果表明中美股市样本股效应具有不同的特点,并从行为金融学角度给予解释。
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| 关 键 词： | 事件分析法 样本股效应 中国证券市场 |
| 文章编号： | 1005-6033（2006）17-0131-02 |
| 收稿时间： | 2006-03-20 |
| 修稿时间： | 2006-03-20 |
The Empirical Study on Sample Stock Effect in Chinese Stock Market |
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| QU Su-ping. The Empirical Study on Sample Stock Effect in Chinese Stock Market[J]. Sci-Tech Information Development & Economy, 2006, 16(17): 131-132 |
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| Authors: | QU Su-ping |
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| Abstract: | 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.The result shows that Chinese stock market and American stock market have different features in sample stock effect,and explains this from the angle of the behavioral finance science. |
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| Keywords: | event study method sample stock effect Chinese stock market |
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