文献类型：期刊文献

中文题名：股权分置改革的效应研究——来自深市中小企业板的实证

英文题名：Research on the Effect of Shareholding Division Reformation——From Demonstrations of the SME Board in Shenzhen Stock Market

作者：李冻菊[1]

第一作者：李冻菊

机构：[1]河南财经学院

第一机构：河南财经政法大学

年份：2006

期号：4

起止页码：98-100

中文期刊名：经济经纬

外文期刊名：Economic Survey

收录：CSTPCD;;国家哲学社会科学学术期刊数据库;北大核心:【北大核心2004】；CSSCI:【CSSCI2006_2007】；

语种：中文

中文关键词：股权分置改革;事件研究;中小企业板;累积非正常收益率

外文关键词：shareholding division reformation; event study; SME board; accumulated abnormal return rate

摘要：股权分置改革的效应研究采用事件研究方法。事件研究是一种重要的研究方法,通过对事件发生前后一段时间内股票价格变化的研究,既可以估计某一特定事件的影响程度,也可以检验市场的有效性程度。笔者采用事件研究方法来研究股权分置改革对深圳股市中小企业板的影响,得出结论:股权分置改革事件对深圳股市中小企业板短期内股价走势有显著影响,深圳股市尚未达到半强式有效。
Research on the effect of shareholding division reformation uses the way of event study, which is an important researching approach. Through studying the changes in stock price during the time before and after the event, not only the influence of a certain event can be estimated but also the validity of market can be tested. This paper studies the influence of shareholding division reformation on the SMEs in Shenzhen Stock Market in the way of event study and draws the conclusion that the event of shareholding division reformation has an outstanding influence on the price tendency of SMEs in Shenzhen Stock Market during a short time and that Shenzhen Stock Market has not become semi - strong efficient.