中国股市盈余惯性现象的特点——来自a股市场的实证研究

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1、上海高级金融学院金融学硕士学位论文中国股市盈余惯性现象的特点论文题目：—来自A股市场的实证研究姓名：张健男学号：1113809230指导教授：王坦上海高级金融学院制表2013年月日1硕士学位论文中国股市盈余惯性现象的特点—来自A股市场的实证研究TheCharacteristicsofPEADinChina-AnEmpiricalStudyofA-shareMarket作者：张健男导师：王坦上海交通大学上海高级金融学院二○一X年五月2TheCharacteristicsofPEADinChina-AnEmpir

2、icalStudyofA-shareMarketByZhangJiannanUndertheSupervisionofProfessorWangTanSubmittedinPartialFulfillmentoftheRequirementsFortheDegreeofMasterInFinanceShanghaiAdvancedInstituteofFinanceShanghaiJiaoTongUniversityMay20133ContentsAbstract.......................

3、...................................................................................................i摘要............................................................................................................................ii1Introduction................

4、...........................................................................................11.1ResearchBackground...................................................................................11.2ObjectivesandContribution................................

5、.........................................22LiteratureReview.................................................................................................42.1LiteraturesoftestingPEAD.........................................................................

6、42.2LiteraturesofexplainingPEAD...................................................................52.3Literaturesofmethodology..........................................................................83DataandVariables.......................................

7、.......................................................103.1SampleSelectionandDatasource.............................................................103.2VariableDefinition.....................................................................................

8、113.2.1CumulativeAbnormalReturn(CAR)..............................................113.2.2ScaledUnexpectedEarnings(SUE)................................................123.2.3StateOwnedEnterprise(SOE)...