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上市公司被处罚后股价表现的实证研究——对我国股市半强式有效性的检验

2002-08-15分类号:F832.5

【作者】许晓磊  黄良文
【部门】厦门大学计统系   厦门大学计统系
【摘要】This article tests the semi strong efficiency of china's s stock market through examining the change of stock prices and stock volumes of the listed corporations that had been punished or criticized.The method used in this article is event study.The result is that china's stock market hasn't come to the semi strong efficiency.
【关键词】半强式有效性  事件研究法  超常收益  超常交易量
【基金】
【所属期刊栏目】统计研究
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