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上海股票市场规模效应的实证研究
引用本文:陈文俊,刘修祎.上海股票市场规模效应的实证研究[J].财务与金融,2010(2):7-11.
作者姓名:陈文俊  刘修祎
作者单位:中南林业科技大学经济学院,湖南,长沙,410004
基金项目:湖南省企业战略管理与投资决策研究基地项目 
摘    要:规模效应是指公司规模与收益率之间存在的反向关系,即小规模公司较大公司而言有着更高的收益率。本文从上海证券市场随机抽取60只股票作为数据样本,对其从2007年1月到2009年6月之间的公司数据进行实证研究,得出上海股市存在着规模效应这一结论。

关 键 词:规模效应  忽略效应  实证研究

Empirical Study of Size Effect in Shanghai Stock Market of China
Chen Wen-jun,Liu Xiu-yi.Empirical Study of Size Effect in Shanghai Stock Market of China[J].Accounting and Finance,2010(2):7-11.
Authors:Chen Wen-jun  Liu Xiu-yi
Institution:Chen Wen-jun,Liu Xiu-yi (Business School; Central South University of Forestry and Technology; Changsha; Hunan 410004; China)
Abstract:The meaning of size effect is that there is reverse direction between the stock return and the firm size: the return of small size firm is bigger than the large size firm. This paper selected sixty stocks of Shanghai stock market in random as samples, the data and empirical study were based on the Shanghai stock market from January 2007 to June 2009, and we find out that the size effect exist in Shanghai stock market.
Keywords:Size Effect  Return  Empirical Study
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