上市公司被处罚后股价表现的实证研究——对我国股市半强式有效性的检验  

The Experimental Analysis of the Performance of Share Prices of the Punished Listed Companies

作　　者：许晓磊[1] 黄良文[1] 

机构地区：[1]厦门大学计统系

出　　处：《统计研究》2002年第8期67-70,共4页Statistical Research

摘　　要：This article tests the semi strong efficiency of china’s s stock market through examining the change of stock prices and stock volumes of the listed corporations that had been punished or criticized.The method used in this article is event study.The result is that china’s stock market hasn’t come to the semi strong efficiency.This article tests the semi strong efficiency of china's s stock market through examining the change of stock prices and stock volumes of the listed corporations that had been punished or criticized.The method used in this article is event study.The result is that china's stock market hasn't come to the semi strong efficiency.

关 键 词：上市公司 被处罚 股价表现 实证研究 半强式有效性 事件研究法 超常收益 超常交易量 中国 股票市场 

分 类 号：F832.51[经济管理—金融学] F276.6