摘要
选择上海A股市场中具有大股东占用上市公司资金现象的30家上市公司作为样本,采用事件研究法,对信息公布日前后,股票的超额收益率和累积超额收益率的变化情况进行分析,以对上海A股市场的有效性进行实证研究。
Thirty listed companies,whose cash is owned by the big shareholders,are going to be selected from Shanghai A stock market. The event study is employed to conduct the analysis. When the stock information is released ,we analyze the abnormal return ratio and accumulative return ratio so that the further empirical research of efficiency for Shanghai A stock market can be done.
出处
《江西科学》
2007年第2期193-195,201,共4页
Jiangxi Science
关键词
市场有效性
证券市场
实证研究
Market Efficiency, Stock Market, Empirical Research
