内部人亲属交易超额收益的实证研究

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1、硕士学位论文内部人亲属交易超额收益的实证研究EMPIRICALRESEARCHONABNORMALRETURNOFINSIDERS’KINSFOLKTRADING作者：徐聪导师：郭明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EmpiricalResearchonAbnormalReturnofInsiders’KinsfolkTradingByXuCongUndertheSupervisionofProfessorGuoMingSubmittedinPartialFulfillmentoftheRequirementsFortheDegreeofMasterInFinan

2、ceShanghaiAdvancedInstituteofFinanceShanghaiJiaotongUniversityMay2011万方数据上海交通大学学位论文原创性声明本人郑重声明：所呈交的学位论文，是本人在导师的指导下，独立进行研究工作所取得的成果。除文中已经注明引用的内容外，本论文不包含任何其他个人或集体已经发表或撰写过的作品成果。对本文的研究做出重要贡献的个人和集体，均已在文中以明确方式标明。本人完全意识到本声明的法律结果由本人承担。学位论文作者签名：日期：2013年6月7日万方数据万方数据ContentsAbstract........................

3、.............................................................................ii摘要.......................................................................................................iii1.Introduction.........................................................................................11.1R

4、esearchbackground.................................................................................11.2Researchsignificance.................................................................................41.3Sectionoutline..........................................................................

5、...................62.Reviewoftheliterature......................................................................72.1Foreigntheoriesandliteraturereview.....................................................72.2Domesticliteraturereview...............................................................

6、........123.Dataandmethodology......................................................................153.1Datadescription........................................................................................153.2Methodology.......................................................................

7、.......................174.Empiricalstudyone:theabnormalreturnperformanceofinsiders’kinsfolktrading........................................................................224.1Thetimingabilityandmarketresponsetokinsfolktradinginth