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dc.contributor.advisor张顺明
dc.contributor.author涂波
dc.date.accessioned2016-02-14T03:35:13Z
dc.date.available2016-02-14T03:35:13Z
dc.date.issued2011-06-23 09:12:41.0
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/41093
dc.description.abstract近年来全球灾难事件的规模和数量逐年上升,给全球经济带来了巨大的损失。实证考察灾难事件对金融市场的影响,逐渐成为国内外学者近年来的一个研究议题。2008年5月12日发生的汶川大地震对我国灾区造成了巨大的生命和财产损失,防范这类巨灾事件成为我们面临的一项紧迫任务。 本文采用事件研究法,分别考察汶川大地震这一巨灾事件给我国金融板块和四川板块带来的非正常收益。以事件开始影响证券市场作为划分事件窗和估计窗这两个时间窗的界限,选择市场模型作为正常收益的估计模型,选择上证指数代表市场组合,为了消除模型的系统性风险,采用独立样本t检验以检验上证指数收益率是否受到汶川大地震的显著性影响。在研究汶川大地震对板块...
dc.description.abstractIn recent years the magnitude and number of catastrophic events increases, which have caused great losses to the global economy. Empirical investigation of the impact of catastrophic events on the financial market has gradually become a research topic of scholars both at home and abroad these years. Wenchuan earthquake that occurred on May 12, 2008 caused great losses of life and property to our c...
dc.language.isozh_CN
dc.relation.urihttps://catalog.xmu.edu.cn/opac/openlink.php?strText=27547&doctype=ALL&strSearchType=callno
dc.source.urihttps://etd.xmu.edu.cn/detail.asp?serial=29688
dc.subject事件研究法
dc.subject正常收益模型
dc.subject累积非正常收益
dc.subjectevent study
dc.subjectnormal return model
dc.subjectcumulative abnormal return
dc.title汶川大地震对我国证券市场板块的影响
dc.title.alternativeThe Impact Of Wenchuan Earthquake On China’s Securities Market Sector
dc.typethesis
dc.date.replied2011-05-25
dc.description.note学位:经济学硕士
dc.description.note院系专业:经济学院金融系_金融工程
dc.description.note学号:15620081152099


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