摘要
本文运用事件研究法进行分析，发现降息对国债市场价格有正向显著的影响，国债市场存在信息的不公平性，过度反应现象则不明显，进而指出：我国国债市场还不是一个有效市场。
By using event Study, we find that the declining of interest rate will increase the price of bond remarkably, and that the getting of information by different investors is unfair, and that the price of bond will not overreact obviously except reacting in advance, so the bond market in China isn't an efficient one.
出处
《浙江大学学报（人文社会科学版）》
CSSCI
2000年第3期77-81,共5页
Journal of Zhejiang University:Humanities and Social Sciences
基金
国家社会科学基金!(99JBY053)
