In this paper,we study the abnormal stock price returns of the top 10 stocks in the Chinese stock market in terms of total market capitalization before and after the release of their annual reports in the past 10 year...In this paper,we study the abnormal stock price returns of the top 10 stocks in the Chinese stock market in terms of total market capitalization before and after the release of their annual reports in the past 10 years,using the event study method implemented by the Event Study package of the Alpha Library under Python,using a market model to estimate normal returns.The results find that and most of the events have insider phenomenon.展开更多
文摘In this paper,we study the abnormal stock price returns of the top 10 stocks in the Chinese stock market in terms of total market capitalization before and after the release of their annual reports in the past 10 years,using the event study method implemented by the Event Study package of the Alpha Library under Python,using a market model to estimate normal returns.The results find that and most of the events have insider phenomenon.
