摘要
ST股票是我国上市公司股票中较为特殊的一个群体,在实务和理论界,人们很关注它,并对它进行了比较多的研究。本文主要通过实证方法研究ST股票的涨跌与大盘指数涨跌之间的相关关系,结果表明它们之间不存在着“跷跷板”关系。投资者不能通过ST股票与其他非ST股票之间的转换来规避市场风险。
ST-shares are a special colony in all public firms in China. Everyone plays attention to them very much in the practice and theory, and has researched them more. The article will try to find out the relation between the ST-shares and the all shares about them up and down by the empirical research the result showed that there were not negative relation .The shareholders cannot avoided market risk by investing changes between ST-stocks and other stocks.
出处
《经济管理》
CSSCI
北大核心
2007年第4期60-64,共5页
Business and Management Journal ( BMJ )
关键词
ST股票
上证综合指数
相关性
风险
ST-shares
the complex index of shanghai exchange
relativity
risk
