事件研究方法综述

被引：8

作者：

黄晗 ^{[1
,2
]}

李明 ^{[1
,2
]}

机构：

[1] 湖北商务服务发展研究中心

[2] 武汉工商学院

来源：

统计与决策 | 2018年 / 34卷 / 13期

关键词：

事件研究; 非正常收益率; 累计非正常收益率;

D O I：

10.13546/j.cnki.tjyjc.2018.13.015

中图分类号：

F832.51 [];

学科分类号：

1201 ; 020204 ;

摘要：

事件研究是一种经验财务研究方法,运用这种方法可以评估某一事件发生时的市场反应。文章首先介绍应用该方法的研究设计,然后对平均非正常收益率、累计平均非正常收益率的计算进行归纳,并介绍了它们的统计检验方法,包括参数检验和非参数检验方法。最后介绍事件研究方法在当前的应用和发展趋势。

引用

页码：66 / 71

页数：6

共 8 条

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