事件研究法

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 .

然而，利用事件研究法和分组法进一步的考察表明，证券市场微观交易制度才是造成AH股价差的深层次原因。

However , further investigation shows that market trading system is deep-seated reason which led to the price of A-share is much different form the price of H-share , using event study method and grouping method .

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 .

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 .

事件研究法（Event-StudyMethod）在公司金融领域中被广泛运用于分析股价的影响，随着该方法的逐渐完善成熟，越来越多的被应用于产业经济学的研究。

Event-Study Method is widely used in corporate field to study the impact of event on stock price . Nowadays the method is more and more frequently applied in the field of industrial economy .

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 .

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 .

这就是本文所采用的事件研究法逻辑所在。

This is the logic of adopting event study method in this paper .

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

本文用事件研究法进行研究。

In this paper , the event study method was used to study this question .

最后结合一个具体实例验证了事件研究法算法的应用。

This thesis ends with an example of the application of the event study algorithm .

试析刘翔退赛对广告赞助商股价的影响&基于事件研究法的分析

On the impact of stock price fluctuation on dropping out the race by Liu Xiang

事件研究法算法的研究与设计

Research and Design on Event Study Algorithm

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

在此基础上，采用事件研究法，本文对上市公司增发股票的公告效应和传递效应进行了研究。

We focus on the announcement effect and the transmission effect of public offering and private placement .

再次，本文的实证研究部分选用的是事件研究法进行量化和检验。

Thirdly , the empirical study in this article is quantized and tested by the event study .

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 .

基于事件研究法对于同业拆借利率进行分析可以更加全面的了解序列的波动特征。

Applying event study , analysis of fluctuations of interbank rates can help comprehensively understand fluctuations characteristics of sequences .

本文运用事件研究法对限售股上市流通的股价效应进行了实证研究。

This paper empirically studies the stock price effect of restricted share 's circulation by using the 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。

First of all , we examine whether issuance of convertible bond bring abnormal return to company by event study .

事件研究法是一种统计方法，用以分析特定事件对股票市场证券价格的影响。

The event study method is a statistical method used to analyze specific events ' effects on the stock prices .

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 .

使用事件研究法，分析了我国公司发行可转换债券的市场反应。

By using the method of event study , the paper studies the market reaction on convertible issues of Chinese listed companies .

本文采用事件研究法对我国初发市场进行实证研究，得出了同样的结论。

Using event study method , the paper does positive research on China 's IPO 's , and makes the same result .

通过事件研究法，实证检验了中国商品期货市场对重大信息的过度反应现象。

An empirical test was conducted on the overreaction to big news in China 's futures market using the method of event study .

紧接着本文将事件研究法和会计研究法结合运用，对我国上市公司控制权市场的绩效进行实证研究。

This thesis employs event study and accountant study together to empirically study the performance of market for listed corporate control in China .

在总结参考相关文献结论的基础上，从经典的并购研究方法长期绩效研究法、事件研究法和临床诊断法入手展开讨论，对国内外关于并购价值的实证研究结果进行了列示。

We discussed classical research methods of M & A , such as , long-term performance method , event method and clinic diagnosis .

通过事件研究法分析发现，这三家公司的公告引起了市场显著的异常反应，为判断我国沪深两市还处于非半强式有效性提供了现实证据。

The significant abnormal reactions of the three sample companies provide realistic evidence that the capital market have not achieved to semi-strong form market .

本文首先利用过去年度的员工分红资料来建立分红预期模型，并用事件研究法来讨论股价对未预期分红之反应；

We first form an employee bonus expectation model by the previous bonus data and examine market reactions to unexpected employee bonuses by event study .

本文通过事件研究法，研究国债发行对企业债市场和国债市场利差的影响。

This paper uses the event study method to study the impact of issuance of treasury bonds on spreads between the treasury bond and corporate bond .