| 全流通下我国证券市场IPO抑价的实证研究 |
| |
| 引用本文： | 陈有禄,熊虎,罗秋兰.全流通下我国证券市场IPO抑价的实证研究[J].改革与战略,2008,24(9):66-69. |
| |
| 作者姓名： | 陈有禄 熊虎 罗秋兰 |
| |
| 作者单位： | 1. 广西工学院财政经济系,广西,柳州,545006
2. 贵州财经学院金融学院,贵州,贵阳,550004 |
| |
| 基金项目： | 广西教育厅科研项目，广西工学院校科研和教改项目 |
| |
| 摘 要： | 文章以实行全流通发行并上市的国内股票为样本，使用Newey-West提出的异方差和自相关一致协方差回归方法．对影响IPO抑价的因素进行实证分析，并提出了降低中国IPO抑价的建议。
|
| 关 键 词： | 回归方法 全流通 IPO抑价 |
An Empirical Study of IPO Under-Pricing Under the Full Circulation in China Securities Market |
| |
| Chen Youlu,Xiong Hu,Luo Qiulan.An Empirical Study of IPO Under-Pricing Under the Full Circulation in China Securities Market[J].Reformation & Strategy,2008,24(9):66-69. |
| |
| Authors: | Chen Youlu Xiong Hu Luo Qiulan |
| |
| Institution: | Chen Youlu1,Xiong Hu2,Luo Qiulan1 (1. Department of Finance & Economics,Guangxi University of Technology,LiuZhou,Guangxi 545006,2. College of Finance,Guizhou University of Finance & Economics,Guiyang,Guizhou 550004) |
| |
| Abstract: | By taking the stock samples of full circulation IPO from both Shanghai and Shenzhen Stock Market, using the heteroscedasticity and autocorrelation consistent covariances developed by Newey and West, this paper makes an empirical study of the IPO under-pricing after the full circulation in China. Then suggestions on how to reduce the China IPO under-pricing are proposed. |
| |
| Keywords: | regression analysis method full circulation IPO under-pricing |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
