中国股票市场风险套利收益率与交易策略研究

《中国股票市场风险套利收益率与交易策略研究》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。

1、上海高级金融学院金融学硕士学位论文中国股票市场风险套利收益率与交易策略研究论文题目：姓名：汤一昕学号：1113809224指导教授：蒋展教授上海高级金融学院制表2013年5月21日万方数据硕士学位论文中国股票市场风险套利收益率与交易策略研究RISKARBITRAGEPROFITABILITYANDTRADINGSTRATEGYINCHINA’SSTOCKMARKET作者：汤一昕导师：蒋展教授上海交通大学上海高级金融学院二○一三年五月万方数据RiskArbitrageProfitabilityandTradingStrate

2、gyinChina’sStockMarketByTangYixinUndertheSupervisionofProfessorJiangZhanSubmittedinPartialFulfillmentoftheRequirementsFortheDegreeofMasterInFinanceShanghaiAdvancedInstituteofFinanceShanghaiJiaotongUniversityMay2013万方数据万方数据万方数据RiskArbitrageProfitabilityandTradingSt

3、rategyinChina’sStockMarketContentsAbstract(English)..................................................................................................iiAbstract(Chinese)...............................................................................................i

4、ii1.Introduction..................................................................................................11.1.DevelopmentofmergerandacquisitioninChina.............................11.2.RiskarbitrageinChina’sstockmarket......................................

5、........41.3.Objectivesandinnovations................................................................61.4.Frameworkofcontents......................................................................72.LiteratureReview..................................................

6、.......................................82.1.Excessreturnsofriskarbitrage..........................................................82.2.Predictingsuccessfultakeovers.......................................................102.3.Summary................................

7、..........................................................123.ResearchDesign.........................................................................................143.1.Dataselection................................................................................

8、...143.2.Characteristicsofabnormalreturns.................................................163.3.Profitabilityofriskarbitrage............................