abnormal return
[计] 异常返回
2026-05-05 11:46 浏览次数 30
[计] 异常返回
Average Abnormal Return平均异常收益
accumulative abnormal stock return累计超额股票回报
IPO abnormal initial returnIPO首日超额收益
abnormal assemble return累积非常规收益
abnormal initial return首日超额收益
abnormal l return异常返回
Accumulative abnormal return ratio累计超额收益率
abnormal excess return rate累积超额收益率
the results indicate that the abnormal return caused by m&a announcement implies that chinese security market is of non-semistrong-form efficiency;
研究表明,并购事件公布所引致的市场异常收益说明中国证券市场属于非半强式有效;
we find that the proportion of development expenditures to total assets can well explain both the abnormal return and the earning quality.
本文的主要实证结论如下:开发支出占总资产比不仅能显着解释股票超额回报率,而且对公司盈余质量也具有显着的解释力。
on these bases, we put forward research hypothesis and confirm research model with application of the cumulative abnormal return method.
在此基础上,提出了研究假设并运用超额收益法确定了研究的模型。
this paper calculates the long-term return of the ipos in china's stock market, and we find that the positive abnormal return of new issues lasts 7 months after adjusted by the market return.
本文运用大样本考察我国新股发行长期收益,在市场综合收益率调整后发现我国新股上市后存在正的累计超额收益的期限为7个月。
this paper empirically studied the market reaction of the split share structure reform and find the market has significant positive abnormal return and abnormal trading volume.
该文运用事件研究法对股权分置改革这一特殊事件的市场反应进行了实证研究,发现市场对这类事件有显着为正的超额收益率和超常交易量反应。
this paper empirically analyzed the effect of the cash dividend and stock dividend on stock price through cumulative abnormal return (car) method.
本文利用累计超常收益率方法,从实证角度分析了上市公司派发现金股利和股票股利对股票价格的影响。
event simulation and the test power of abnormal return model;
这个方法经检验结果不错;检验一下这个处方。
then we find that the market has strong reactions in abnormal return and abnormal trading volume during the two event-day periods.
研究发现在两个事件日前后和当天,市场在超额收益率和超常交易量上都有强烈反应。
at first, i studied the cumulated average abnormal return (car) of mergers within the event window under the method of event study, and took car as the index of m & a performance.
首先采用事件分析法对并购方公司的累积平均超额收益(car)进行了考察,并以此作为上市公司并购绩效的衡量指标。
the results show that cumulative average abnormal return (caar) is significantly positive in three years after st corporate restructuring.
分析结果表明st公司重组后三年内平均累积超额收益(caar)显着为正。
we take abnormal return as the main topic of this paper.
本文以中国股票市场异常收益为主要研究内容。
in different market background, such as in bull or bear phase, abnormal return is different, even though investing the same firm.
在不同的市场环境中,如在牛市或熊市阶段中,即使是同一家公司选择不同阶段,增发所带来的股票超额收益率可能是不同的。
first of all, we examine whether issuance of convertible bond bring abnormal return to company by event study.
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。
we show that after pingan mergers sdb, there are positive abnormal return for the shareholders of pingan, but it is contrary for the shareholders of the sdb.
研究结果发现,中国平安收购深发展后,给中国平安的股东带来了正的非正常回报,而对深发展的股东则相反。
then, using the cumulative abnormal return method the essay makes an empirical analysis on the correlation between stock prices and their financial information.
接着,本文采用累计超常收益率的分析方法对我国上市公司财务信息与股票价格之间的关系进行了实证分析。
and moreover, for there is abnormal return from the control premium of the target company, the research become a hot point in the investment community.
并且由于并购标的公司存在控制权溢价使得并购目标公司预测成为实务投资界的研究热点。
researches on performance of m&a is conducted on two respect: one is to evaluate the reaction on the secondary market by calculate the abnormal return after m&a.
他们对并购绩效的研究,一般沿着两条主线展开:第一条线是用超额收益率法来评价并购事件在二级市场上的反应。
the event-study methodology is adapted to make analysis on cumulative average abnormal return (car) of all samples, of samples in shanghai market and of samples in shenzhen market respectively.
第三章对外资并购的股价反应进行实证分析。主要采用事件分析法分别对外资并购全部样本、沪市样本及深市样本的累计超额平均收益进行实证研究。
in order to learn the abnormal return of the chinese stock market, we consider the poisson jump diffusion process trying to capture the jump behaviors of the chinese and american stock market.
为了研究股市的异常波动,本文引入泊松跳跃过程来刻画中国与美国股市的跳跃行为。