期刊文献+

基于事件研究的“国六条”市场效应分析

下载PDF
导出
摘要 “国六条”发布后,社会各界对此反应强烈。选用事件研究方法研究了中信房地产指数对“国六条”发布的反应,指出“国六条”的发布对中房指数有显著为负的影响,这一政策对抑制房价效果显著。
作者 贾云赟
出处 《科技创业月刊》 2007年第3期166-167,共2页 Journal of Entrepreneurship in Science & Technology
  • 相关文献

参考文献4

  • 1Dyckman T,D Philbrick,J.Stephan.A Comparison of Event Study Methodologies Using Daily Stock Returns:A Simulation Approach[J].Journal of Accounting Research,1984(22)
  • 2Brown s J,J B Warner.Using Daily Stock Returns:The Case of Event Study[J].Journal of Financial Economics,1985(14)
  • 3陈信元,江峰.事件模拟与非正常收益模型的检验力——基于中国A股市场的经验检验[J].会计研究,2005(7):25-31. 被引量:47
  • 4凌明智.重大灾难事件对股票市场之影响-以SARS疾病灾难事件对台湾金融业为例[D],台湾:中国台湾国立高雄第一科技大学,2004

二级参考文献10

  • 1Brown, S. J. and J. B. Warner. 1980. Measuring security price performance. Journal of Financial Economics, 8, 205 -258.
  • 2Brown, S. J. and J. B. Warner. 1985. Using daily stock return:The case of event studies. Journal of Financial Economics 14,3 -31.
  • 3Campbell, C. J. and C. E. Wasley. 1993. Measuring security price performance using daily NASDAQ returns. Journal of Financial Economics 33, 1993, 73 - 92.
  • 4Dann, L.. 1981. Common stock repurchases: An analysis of returns to bondholders and stockholders, Journal of Financial Economics 9, 113 - 138.
  • 5Fama E. F. , L. Fisher, M. C. Jensen and R. Roll. 1969. The adjustment of stock prices to new information. International Economic Review 10, 1 -21.
  • 6Hohhausen, R.. 1981. Evidence on the effect of bond covenants and management compensation contracts on the choice of accounting techniques : The case of the depreciation switchback. Journal of Accounting and Economics 3, 73 - 109.
  • 7Masulis, R.. 1980. The effects of capital structure change on security prices: A study of exchange offers. Journal of Financial Economics 8, 139 - 177.
  • 8Morck Randall. , Yeung Bernard, and Wayne Yu. 2000. The information content of stock markets: why do emerging markets have synchronous stock price movements? Journal of Financial Economics 58, 215 -260.
  • 9陈汉文,陈向民.证券价格的事件性反应——方法、背景和基于中国证券市场的应用[J].经济研究,2002,37(1):40-47. 被引量:139
  • 10宋逢明,江婕.中国股票市场波动性特性的实证研究[J].金融研究,2003(4):13-22. 被引量:84

共引文献46

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部