在此基础上,提出了研究假设并运用超额收益法确定了研究的模型。
On these bases, we put forward research hypothesis and confirm research model with application of the Cumulative Abnormal Return method.
本文运用超额收益法和多元回归分析法,研究了我国A股市场对股票交易实行特别处理的公告的反应。 我们的研究发现市场对该公告有显著的负反应。
This paper studies the response of A-share market to the announcement on the special treatment of stock dealing, using the method of excess earnings and multiple regression analysis.
前者就是级差矿租和绝对矿租(统称为矿租或矿山地租) ,是通过收益现值法公式计算出来的超额利润。
The former is called the graded mine rent and the latter absolute mine rent and they are the excess profit obtained by the equation of existing income value.
第三章对外资并购的股价反应进行实证分析。 主要采用事件分析法分别对外资并购全部样本、沪市样本及深市样本的累计超额平均收益进行实证研究。
The Event-study Methodology is adapted to make analysis on Cumulative Average Abnormal Return (CAR) of all samples, of samples in Shanghai market and of samples in Shenzhen market respectively.
在实证研究部分中,本文首先采用事件研究法分析了管理层收购事件窗口里的累积超额收益率,分析表明存在显著的超额累积收益率;
Among the empirical part, this paper adopt event study to analysis the cumulative abnormal return in the MBO event windows at first, the result is that there is remarkable cumulative abnormal return;
在实证研究部分中,本文首先采用事件研究法分析了管理层收购事件窗口里的累积超额收益率,分析表明存在显著的超额累积收益率;
Among the empirical part, this paper adopt event study to analysis the cumulative abnormal return in the MBO event windows at first, the result is that there is remarkable cumulative abnormal return;
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