盈余漂移现象在中国a股市场的实证检验

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1、硕士学位论文盈余漂移现象在中国A股市场的实证检验EMPIRICALSTUDYOFPEADPHENOMENONINTHEA-SHAREMARKET作者：张康康导师：巨能久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EmpiricalStudyofPEADPhenomenonintheA-shareMarketByZhangKangkangUndertheSupervisionofProfessorJuNengjiuSubmittedinPartialFulfillmentoftheRequirementsFortheDegreeofMaste

2、rInFinanceShanghaiAdvancedInstituteofFinanceShanghaiJiaotongUniversityMay2013万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ContentsAbstrac

3、t(English)...............................................................................................iAbstract(Chinese).............................................................................................iiIntroduction................................................

4、.......................................................1Background................................................................................................1NeedfortheStudy.....................................................................................1PurposeandAims

5、oftheStudy...................................................................2ReviewoftheLiterature....................................................................................3Sampleselection:..............................................................................

6、.................7Measurementofvariables..................................................................................9Measurementofabnormalreturn................................................................9Measurementofunexpectedearnings................................

7、.......................10Measurementofothervariables.................................................................11DescriptionofVariables...................................................................................12Descriptionofmainvariables..........................

8、.........................................12Description