为解决这个问题,研究采用了金融学中流行的事件研究法(event study method)。首先,找出每只股票回报和大市回报的关系(如公司在德国上市,便参考德国股市的整体回报),再把股票因大市而起的变动扣除。
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Using event study method, the paper does positive research on China’s IPO’s, and makes the same result. Quick reaction of stock price to the event is an important support to semistrong-form efficiency of China’s stock market.
本文采用事件研究法对我国初发市场进行实证研究 ,得出了同样的结论。
参考来源 - 初发市场价格低估的实证分析Based on the event study method,this paper makes an empirical study on the fluctuation of transaction price and quantity for the fist time because of the sample stock"s adjustment of the Shanghai Securities 180 index.
用“事件分析法”首次对上证180指数样本股调整所造成股票的交易价格、数量等的波动进行了实证检验。
参考来源 - 期刊学术社区·2,447,543篇论文数据，部分数据来源于NoteExpress
The event study method is a statistical method used to analyze specific events 'effects on the stock prices.
事件研究法是一种统计方法，用以分析特定事件对股票市场证券价格的影响。
This paper USES the event study method to study the impact of issuance of Treasury bonds on spreads between the Treasury bond and corporate bond.
本文通过事件研究法，研究国债发行对企业债市场和国债市场利差的影响。
The study chooses 579-list companies with their dividend distribution of 2001year as specimen; adopt event study method to analyze the market effect of dividend policy.
本课题选取了579家沪市上市公司2001年度的股利分配预案为样本，运用事件研究法分析股利政策的市场效应。
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