摘要
分别运用描述统计、非参数统计推断、事件研究法以及时间序列的干预分析等方法,从不同角度研究了农业政策事件对农业上市公司股票价格波动的影响。结果表明,农业经济政策对农业上市公司股票价格波动有一定程度的短期影响。
In this paper,various methods were used to study the influence of agricultural policy on the stock price of agricultural listed companies in China from different respects,which are descriptive statistics,nonparametric statistics and inference,event study and intervention analysis of time series.The results show that the agricultural policy has short term impaction on the stock price change of the agricultural listed companies in a certain degree.
出处
《统计与信息论坛》
CSSCI
2010年第12期64-68,共5页
Journal of Statistics and Information
基金
国家863计划课题<面向科学研究的超级计算服务环境>(2006AA01A116)
全国统计科学研究计划项目<农业上市公司股价波动与农业经济及农业产业政策的关系研究>(2007LY007)
中央财经大学学科建设基金项目<计量经济理论
方法与实证研究>(0902)
关键词
农业上市公司
股票价格
农业政策
agricultural listed companies
stock price
agricultural policy
