事件研究
- 网络Event study
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本文在GARCH模型族的基础上,采用事件研究法进行补充研究。
Besides GARCH model , we also use the event study method did a supplementary study .
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事件研究(EventStudy)主要是指运用金融市场的数据资料来测定某一特定经济事件对一公司价值的影响。
Using financial market data , an event study measures the impact of a specific event on the value of a firm . Event studies start with hypothesis about how a particular event affects the value of a firm . The event study has many applications .
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国内目前采用较多的是事件研究法、会计指标法和EVA法。
In China , the event method , Accountant target method and the EVA method are widely used .
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本文采用标准事件研究法来考察管理层收购(MBO)在中国证券市场的股价反应。
This paper analyzes the stock price reactions to management buyout ( MBO ) in China with some case studies .
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末次冰消期以来古黄海的环境演变及YD事件研究
Study on Environment Change of Ancient Yellow Sea Since Last Deglaciation and Younger Dryas Event
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本文从两方面进行关于大小非解禁对市场是否造成冲击的检验,首先采用事件研究法,观察解禁事件对股市是否造成短期和长期冲击,然后运用GARCH模型研究解禁前后股市波动性的变化情况。
First , using event study analyze that whether the event of release caused short-term and long-term shock on the stock market . Then using GARCH model research the change of volatility before and after release .
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本文实证方法采用类似事件研究的方法,即对照QFII持股股票在QFII持股信息公布前后的股票收益波动率是否发生显著变化,以此来衡量QFII对我国证券市场是否产生影响。
The method on this article is similar as event study , that is comparing the fluctuation rate before and after QFII holder release the information , to see is there any obvious change , by this , to measure whether QFII has impact on our stock market .
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本文运用事件研究法进行市场反应的研究。
This paper uses event study method to research market reaction .
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教师专业发展中的典型生活事件研究
Study on the Typical Life Events of Teachers Professional Development
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本文采用事件研究和关联研究;
This thesis adopts event study and connection study ;
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广元地区降水化学事件研究
A case study of precipitation chemistry in Guangyuan area
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厄尔尼诺事件研究的新进展
The Last Progress in the Research for El Nino
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关于2003年10~11月日地关系重大事件研究综述
Review on violent Sun - Earth connection events of October - November 2003
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事件研究方法是金融研究中的重要实证方法。
The method of event study is the important empirical mean in financial study .
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财务报告质量与投资者保护&事件研究法的经验证据
Quality of Financial Risk and Protection of Investors
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新生代南海北部碳酸盐岩台地的淹没事件研究
Drowning Event Research : Insights from Cenozoic Carbonate Platforms in Northern South China Sea
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关于开展元古宙重大生命演化事件研究的建议
The suggestion to start the research on the significant evolutional events of the Proterozoic life
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区域综合与重大历史事件研究;
The regional integration and historical events ;
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社会稳定问题中的群体性治安事件研究
A Research on Group Public Order Case
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在第二部分的文献回顾当中,首先介绍了事件研究的沿革,它的定义和分类;
Chapter two first discusses the historic reviews of event study , its definitions and categorizations ;
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上市公司董事长变更对盈余质量的影响&一项基于事件研究法的经验证据
The Effect of Board Chairman Turnover on Earnings Quality & The Experimental Result of Event Study
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事件研究方法被用来测度经济事件对公司价值的影响。
Event study method is used to measure the economic impact of events on firm value .
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新生代主要全球气候事件研究进展
Global climate events since Cenozoic
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龙门山造山带-川西前陆盆地系统构造事件研究
Study on the tectonic events in the system of the Longmen MOUNTAIN-WEST Sichuan foreland basin , China
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顾客感知的旅游服务不公平事件研究&基于关键事件分析法
Customers ' Perception of Unfair Incidents in Tourist Services & Based on the Analysis of Critical Incident Technique
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但是,国内学者还鲜有文章使用改良后的事件研究方法进行事件研究。
However , few articles of domestic scholars also use the improved event of the event study method .
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实践中通常采用事件研究法来印证市场是否达到半强型效率。
Practically , Event Study is the common approach to test whether the market has gained a semi-strong efficiency .
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首先,我们用事件研究法检验可转债的发行宣告是否会给公司带来异常收益。
First of all , we examine whether issuance of convertible bond bring abnormal return to company by event study .
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第五章通过事件研究来观察证券市场对大宗股票转让的反应。
Section V conducts event study to see how the stock market reacts to the announcement of block share transfers .
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第二小节介绍了本文采用事件研究法的研究步骤,研究的事件和选取的事件窗口等。
The second section describes the steps using the event study , research events , selecting the event window and so on .