特殊处理股票的市场表现与上证指数关系的实证研究

An Empirical Study of the Relationship between the Performance of SP Shares and Index of Shanghai Stock Exchange

通过实证研究特殊处理(ST)股票与上证指数市场表现之间的关系,以验证它们之间是否存在着“跷跷板”关系。其意义在于:理解ST股票的市场功能及为投资者提供一个简单的判断ST股票的风险的方法。

This article is to verify through empirical study whether there is a seesaw effect between ST shares and index of Shanghai Stock Exchange. The significance of this study is to understand the function of ST shares and to offer a simple method for investors to judge the risks of ST shares.