| IPO新股询价制对电力行业股票收益率的影响 |
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| 引用本文： | 徐文莉. IPO新股询价制对电力行业股票收益率的影响[J]. 安徽大学学报(自然科学版), 2006, 30(5): 13-16 |
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| 作者姓名： | 徐文莉 |
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| 作者单位： | 上海电力学院,数理系,上海,200090 |
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| 摘 要： | 应用数理统计并结合金融数学的方法,研究不同的新股发行方式对电力行业上市公司的影响,实证研究IPO询价制度实行前后电力行业的股票市盈率及股票收益率的变化趋势和特点,研究市盈率和收益率的统计分布及相关模型.首次尝试采用稳健的R估计法建立电力行业股票收益率与经营业绩指标的数学模型.
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| 关 键 词： | 电力行业 IPO询价制 市盈率 收益率 R估计 |
| 文章编号： | 1000-2162（2006）05-0013-04 |
| 收稿时间： | 2005-12-10 |
| 修稿时间： | 2005-12-10 |
The influence on stock profit ratio of electric power industry by different IPO systems |
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| XU Wen-li. The influence on stock profit ratio of electric power industry by different IPO systems[J]. Journal of Anhui University(Natural Sciences), 2006, 30(5): 13-16 |
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| Authors: | XU Wen-li |
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| Affiliation: | Department of Mathematics and Physics, Shanghai University of Electric Power, Shanghai 200090, China |
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| Abstract: | Applying mathematical statistical and financial mathematical methods,this paper analysis influences on listed companies of electric power industry by different IPO methods,presents an empirical studies for changing trends and characteristics of IPO P/E ratio and stock profit ratio before and after IPO inquiry(system,) and discusses statistical distributions of IPO P/E ratio and stock profit ratio.Initially applying robust R estimator method,a more significant multivariate regression model among stock profit ratio and business(achievement) index such as earnings per share is established. |
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| Keywords: | electric power industry IPO inquiry system P/E ratio stock profit ratio R estimator method |
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