期刊文献+

中国创业板市场效率研究 被引量:1

下载PDF
导出
摘要 有效市场理论是现代金融学的核心基础理论,该理论的框架是由美国金融学家尤金·法玛提出的。证券市场的有效性判别直接影响着投资者的投资理念和投资策略,也影响到政府市场监管的目标和方向。本文利用事件研究法对我国创业板市场的半强式有效性进行实证检验。最后利用事件研究法得出我国创业板市场还没有达到半强式有效市场。
作者 张伟
出处 《中国证券期货》 2010年第10X期35-35,共1页 Securities & Futures of China
  • 相关文献

参考文献3

二级参考文献19

  • 1张卫国,胡彦梅,陈建忠.中国股市收益及波动的ARFIMA-FIGARCH模型研究[J].南方经济,2006,35(3):108-112. 被引量:20
  • 2Eugene F.Fama.Efficient Capital Markets: A Review of Theoly and Empirical Work. Journal of Finance[J]. 1970( 25 ) : 383-417.
  • 3Eugene F.Fama.Lawrence Fisher,Michael Jensen and Richard Roil,The Adjustment of Stock Prices to New Information[J].International Economic Review, 1969. ( 2 ) : 1-21.
  • 4Blume,Marshall E.On the Assessment of Risk,Jonrnal of Finance 26. March 1971,1-10.
  • 5Brown,Philip.An Empirical Evaluation of Accounting Income Numbers. Journal of Accounting Research,Autumn 1968,159-178.
  • 6Jaffe, Jeffrey F.Special Information and Insider Trading.Journal of Business,July 1974:47,410-428.
  • 7Fama, Eugene F.Foundations of Finance.NewYork : Basic Books, 1976.
  • 8King,Benjamin F.Market and Industry Factors in Stock Price Behavior. Journal of Business.January 1966 : 39, 139- 190.
  • 9Collins, Daniel W., Dent, Warren T. A Comparison of Alternative Testing Methodologies Used in Capital Market Research.Journal of Accounting Research, Spring 1984,48-84.
  • 10Brown, Stephen J.Warner, Jerold B.Measuring Security Price Performance. Journal of Financial Economics.September 1980 : 8,205-258.

共引文献68

同被引文献12

  • 1Healy P. and Palepu K. Information Asymme- try Corporate Disclosure, and the Capital Mar- kets. A Review of the Empirical Disclosure Liter- ature. Journal of Accounting and Economics, 2001, 31 ( 1-3). pp.405-440.
  • 2Sveiby, K. E. The Intangible Assets Monitor. Journal of Human Resource Costing & Accounting, 1997, 2(1). pp.162-176.
  • 3Edvinsson, L. and Malone, M. S. Intellectual Capital. Realizing Your Company's True Value by Finding Its Hidden Brainpower, New York. Harper business, 1997.
  • 4Carol Corrado, Charles Hulten, and Daniel Sichel. Intangible Capital and Economic Growth, Finance and Economics Discussion Series Divi- sions of Research & Statistics and Monetary Af- fairs, Federal Reserve Board, Washington, D.C., 2006, p.24.
  • 5国际评估准则理事会(IVSC).GN(GuidanceNote)No.4《无形资产评估指南》,2010年2月.
  • 6美国财务会计准则委员会(FASB).ASC(AccountingStandardsCodification)No.805《企业合并》,2010年10月.
  • 7Botosan, C. A. Disclosure Level and the Cost of Equity Capital. The Accounting Review, 1997, 72(3). pp.21~41.
  • 8Bukh, P. N., Nielsen, C., Gormsen, P. and Mouritsen, J. Disclosure of Information on Intel- lectual Capital in Danish IPO Prospectuses. Ac- counting, Auditing and Accountability Journal, 2005, 18(6). p.713.
  • 9Cordazzo, M. Intangibles and Italian IPO Prospectuses. A disclosure Analysis. Journal of Intellectual Capital, 2007, 8 (2). pp.288-305.
  • 10陈洁,苑泽明.基于价值链的高新技术企业无形资产竞争优势研究[J].现代财经(天津财经大学学报),2008,28(6):89-92. 被引量:9

二级引证文献8

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