| 转配股问题解决的启示：来自沪市的实证分析 |
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| 引用本文： | 阳建伟,蒋馥.转配股问题解决的启示：来自沪市的实证分析[J].预测,2002,21(4):60-63,72. |
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| 作者姓名： | 阳建伟 蒋馥 |
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| 作者单位： | 上海交通大学管理学院，上海 200030 |
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| 摘 要： | 转配股是中国证券市场特有的历史遗留问题。本文利用CAR方法，对规模较大、具有代表性的沪市转配股上市前后股价表现以及市场反应进行了实证分析，肯定了转配股上市政策安排的有效性，并揭示出一些对于今后法人股和国有股上市流通问题的解决有益的启示。
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| 关 键 词： | 转配股 沪市 累计超额收益率 市场反应 中国 证券市场 |
| 文章编号： | 1003-5192(2002)04-0060-04 |
The Revelation of Settlement of Stock Bought by Transferred Warrant:A Demonstration from SSE |
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| YANG Jian-wei,JIANG Fu.The Revelation of Settlement of Stock Bought by Transferred Warrant:A Demonstration from SSE[J].Forecasting,2002,21(4):60-63,72. |
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| Authors: | YANG Jian-wei JIANG Fu |
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| Abstract: | Stock bought by transferred warrant(SBBTW) is a historical inssue in China's security market. This paper studies stock price behavior and market effect before and after SBBTW came into SSE(Shanghai security exchange) using CAR method, and analyzes efficiency of correspondent policy arrangement. Finally, the paper gives out some advice to other similar problems existed in China's security market. |
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| Keywords: | SBBTW(stock bought by transferred warrant) CAR(cumulative abnormal return) market effect |
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