| 中国上市公司股票信用风险的事件研究 |
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| 引用本文： | 薛锋,董颖颖,关伟.中国上市公司股票信用风险的事件研究[J].中央财政金融学院学报,2004,36(4):35-38. |
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| 作者姓名： | 薛锋 董颖颖 关伟 |
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| 作者单位： | 西安交通大学管理学院 西安710049
(薛锋，董颖颖)，西安交通大学管理学院 西安710049(关伟) |
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| 摘 要： | 在对上市公司违规行为分类的基础上,采用事件研究法对股票信用风险引起股票价格的异常波动进行实证分析,发现收益信息披露和担保或关联交易两类违规行为,给投资者造成明显损失.
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| 关 键 词： | 事件研究 上市公司 信用风险 |
| 文章编号： | 1000-1549(2004)04-0035-04 |
| 修稿时间： | 2004年1月8日 |
An Event Study on Stocks' Credit Risk of Listed Companies in China |
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| XUE Feng,DONG,Ying-ying,GUAN Wei.An Event Study on Stocks'''' Credit Risk of Listed Companies in China[J].Journal of Central University of Finance & Economics,2004,36(4):35-38. |
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| Authors: | XUE Feng DONG Ying-ying GUAN Wei |
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| Institution: | XUE Feng DONG Ying-ying GUAN Wei |
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| Abstract: | On the basis of classification of irregularity conducts in listed companies, empirical analysis for stocks' credit risk that caused abnormal fluctuation of stock price is conducted by the event study approach, the paper finds that the conducts of the income information announcement and the guarantee or unfair related transactions bring investors obvious loss. |
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| Keywords: | Event Study Listed Company Credit Risk |
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