| 我国证券市场投资者股价反应行为的实证研究 |
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| 引用本文： | 周星洁.我国证券市场投资者股价反应行为的实证研究[J].温州职业技术学院学报,2006,6(4):27-29,35. |
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| 作者姓名： | 周星洁 |
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| 作者单位： | 温州职业技术学院,财会系,浙江,温州,325035 |
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| 摘 要： | 证券价格对信息的反应行为一直以来是金融领域理论研究的重要主题,关系到资本市场的有效性问题。基于上海A股市场样本数据,本文以年报盈利发布为事件,对我国证券市场股价反应行为进行了实证分析。研究表明,我国证券市场投资者的行为特征在一定程度上导致市场表现出一定特点的反应过度和反应不足现象。
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| 关 键 词： | 证券市场 股票价格 反应过度 反应不足 |
| 文章编号： | 1671-4326（2006）04-0027-03 |
| 收稿时间： | 2006-09-17 |
| 修稿时间： | 2006年9月17日 |
An Empirical Study on the Response of Investors to the Stock Price in Our Stock Market |
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| ZHOU Xing-jie.An Empirical Study on the Response of Investors to the Stock Price in Our Stock Market[J].Journal of Wenzhou Vocational & Technical College,2006,6(4):27-29,35. |
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| Authors: | ZHOU Xing-jie |
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| Abstract: | The response of stock price to information remains the hot topic in the study of finance theory and it concerns the efficiency of capital market. Based on the sample figure of Shanghai "A" share market and the issue of profit of yearly report, this paper makes an empirical study on the response of stock price in our stock market. The behavior of investors in our stock market to some degrees, leads to the over response and insufficient response of the market. |
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| Keywords: | Stock market Stock price Over response Insufficient response |
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