| 应用事件研究方法分析季报对股票价格的影响 |
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| 引用本文： | 尹向飞,陈柳钦.应用事件研究方法分析季报对股票价格的影响[J].重庆商学院学报,2008,18(1):84-87. |
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| 作者姓名： | 尹向飞 陈柳钦 |
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| 作者单位： | [1]南开大学经济学院,天津300071 [2]天津社会科学院,天津300191 |
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| 摘 要： | 应用事件研究方法就季报对股票价格是否存在影响进行实证分析,结果表明,相当一部分股票的优良季报业绩对其价格产生正面影响,同样相当一部分股票差的季报业绩对其价格产生负面影响;也有一部分股票的季报业绩对其价格不产生影响,或者说影响较小、不明显;而且,还有少数股票的季报业绩对其价格产生相反的影响。
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| 关 键 词： | 事件研究方法 线性回归 正常收益 累积异常收益标准变异 |
| 文章编号： | 1008-6439(2008)01-0084-04 |
| 修稿时间： | 2007年12月19 |
Event ResearchMethod is used to analyze the influence of quarterly report on the price of stock |
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| YIN Xiang - fei,CHEN L iu - qin.Event ResearchMethod is used to analyze the influence of quarterly report on the price of stock[J].Journal of Chongqing Institute of Commerce,2008,18(1):84-87. |
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| Authors: | YIN Xiang - fei CHEN L iu - qin |
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| Institution: | YIN Xiang - fei ,CHEN Liu - qin( 1. School of Economics, Nankai University, Tianjin 300071 ; 2. Tianjin Academy of Social Science, Tianjin 300191, China) |
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| Abstract: | Event Research Method is used to make empirical analysis of whether quarterly report has effect on the price of stock and the results show that good performance of a part of stock in quarterly report has positive effect on the price of stock and that bad performance of a part of stock in quarterly report has negative effect on the price of stock and that the performance of a part of stock in quarterly report has no effect on the price of stock or has little or unclear effect. Furthermore, the performance of a small portion of stock in quarterly report has contrary effect on the price of stock. |
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| Keywords: | Event Research Method linear regression normal return the standard variant of cumulative abnormal gain |
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