| 我国IPO定价多因数模型设计实证研究 |
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| 引用本文： | 王月溪,庄尹波.我国IPO定价多因数模型设计实证研究[J].哈尔滨商业大学学报(社会科学版),2010(4):3-8. |
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| 作者姓名： | 王月溪 庄尹波 |
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| 作者单位： | 东北财经大学金融学院,辽宁,大连,116023 |
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| 摘 要： | 多因数模型的主要思想是通过分析各种对IPO定价有影响的因素，定量各因数对股价的影响，最后得出回归模型。模型设计的关键在于采用何种方式筛选出最重要的影响因素。通过以公司内在价值理论为基础，以公司的财务指标为主要分析因数，采用线性逐步回归法，结合我国证券市场的实际情况可以得出多因数回归模型。
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| 关 键 词： | IPO 多因数模型 定价 |
China's IPO Pricing Multi-factor Models Designed for Empirical Research |
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| WANG Yue-xi,ZHUANG Yin-bo.China's IPO Pricing Multi-factor Models Designed for Empirical Research[J].Journal of Harbin University of Commerce:Social Science Edition,2010(4):3-8. |
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| Authors: | WANG Yue-xi ZHUANG Yin-bo |
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| Institution: | WANG Yue-xi,ZHUANG Yin-bo(Finance school,Dongbei University of Finance and Economics,Dalian 116023,China) |
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| Abstract: | The main idea of multi-factor model is quantitating the effects on stock prices of various factors and coming to a conclusion by analyzing the factors that affect the IPO pricing.The model lies in the manner in how to filter out the most important factors.This paper is based on the theory of company intrinsic value,and take the company's financial figures as the real situation of China's stock market to reach a multi-factor regression model. |
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| Keywords: | IPO |
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