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dc.contributor.advisor吴世农
dc.contributor.author蔡海洪
dc.date.accessioned2016-02-14T02:50:46Z
dc.date.available2016-02-14T02:50:46Z
dc.date.issued2003-06-05 13:13:30.0
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/27537
dc.description.abstract国外大量的实证研究发现价值股组合的市场表现强于成长股组合,然而在解释这一现象时存在较大的分歧,主要有“过度反应假说”和“风险改变假说”两大解释。本文以1994-2001年之间在中国上海证券交易所上市的A股为样本,实证研究了价值股组合和成长股组合在1年检验期当中的市场表现,并且对实证结果进行解释。 本文共分为四章,简要介绍如下: 第一章:文献评论。回顾价值股和成长股研究的提出和不同划分标准,着重介绍对实证结果解释的两大学派—“过度反应假说”和“风险改变假说”,同时介绍有关实证方法。 第二章:研究设计。介绍研究选取的样本,划分价值股与成长股的标准,着重介绍检验“过度反应假说”、“风险改变假说...
dc.description.abstractMany foreign researches show that value stock portfolio outperforms growth stock portfolio. Interpreting these empirical results, however, has been more controversial. We may conclude those explaining into two main theories: one is Overreaction Hypothesis; the other is Risk-adjusted Hypothesis. The dissertation empirically examines the one-year market performance of value stock portfolio and growt...
dc.language.isozh_CN
dc.relation.urihttps://catalog.xmu.edu.cn/opac/openlink.php?strText=6700&doctype=ALL&strSearchType=callno
dc.source.urihttps://etd.xmu.edu.cn/detail.asp?serial=1485
dc.subject价值股
dc.subject成长股
dc.subject过度反应
dc.subjectvalue stock
dc.subjectgrowth stock
dc.subjectoverreaction hypothesis
dc.title价值股与成长股市场表现的实证研究
dc.title.alternativeAn Empirical Research on the Performance of Value Stock and Growth Stock
dc.typethesis
dc.date.replied2003-06-05
dc.description.note学位:工商管理硕士
dc.description.note院系专业:管理学院企业管理系_工商管理硕士(MBA)
dc.description.note学号:200015156


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