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dc.contributor.advisor邵宜航
dc.contributor.author徐冉
dc.date.accessioned2016-02-14T03:28:01Z
dc.date.available2016-02-14T03:28:01Z
dc.date.issued2009-09-27 17:22:34.0
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/37848
dc.description.abstract本文通过对6家银行类A-H股双重上市公司和39家非银行类A-H股双重上市公司分别建立面板数据回归模型和收益率回归模型,以及对2007年9月至2009年3月A股、H股价格等数据的实证研究,对银行类双重上市股票A-H股价格差异进行全面而深入的剖析,以探讨其价格差异明显小于非银行类双重上市股票的真正原因。 本文在借鉴前人研究基础之上所建立的面板数据回归模型对信息不对称指标、流动性差异指标、需求差异指标以及市场风险差异指标进行了回归分析,结果显示传统研究A-H股价格差异所使用的模型并不能解释银行类股票价格差异较小的现象,传统指标对于银行类和非银行类股票不存在明显的区别影响,虽然流动性差异指标可以在一...
dc.description.abstractOur purpose is to look for the reason why the price differences of A and H stock of dual-listed banks are smaller than the other dual-listed companies by establishing the panel data model and the yield regression model respectively. In this paper, we establish a panel data model of information asymmetry, liquidity, demand and market risk. It turns out that the four variables that previous studies...
dc.language.isozh_CN
dc.relation.urihttps://catalog.xmu.edu.cn/opac/openlink.php?strText=20680&doctype=ALL&strSearchType=callno
dc.source.urihttps://etd.xmu.edu.cn/detail.asp?serial=23009
dc.subject双重上市
dc.subject价格差异
dc.subject实证研究
dc.subjectDual-listed
dc.subjectPrice Difference
dc.subjectEmpirical Study
dc.title银行类双重上市公司A-H股价格差异分析
dc.title.alternativeAn Analysis of the Price Difference of A and H stock of Dual-listed Banks
dc.typethesis
dc.date.replied2009-06-01
dc.description.note学位:经济学硕士
dc.description.note院系专业:经济学院经济系_西方经济学
dc.description.note学号:15320061150798


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