新股折价现象的实证分析
2003-03-15分类号:F830.9
【部门】北京大学光华管理学院 国泰君安证券研究所
【摘要】Through the cross section analysis of the first day transnormal yields of newly issuing shares in Shanghai Stock Market,the paper tests the applicability in China of the theory of the transcendental uncertain hypothesis of rebating newly issuing shares,the credit standing hypothesis of investment banks,the signal hypothesis and the market atmosphere hypothesis respectively.
【关键词】IPO 折价 超常收益率 横截面回归分析
【基金】
【所属期刊栏目】统计研究
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