中国股票市场指数调整效应分析--关于上证180指数调整效应的实证分析

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1、中国股票市场指数调整效应研究关于上证指数调整效应的实证分析目录导言研究背景及选题依据研究方法······························································……研究思路与创新之处·················································……指数调整效应研究综述国外指数调整效应的理论解释概述··································……价格压力假说·······························

2、······················……不完美替代向下倾斜的需求曲线假说···························……信息假说··························································……信息成本流动性假说·············································……简要评价··························································……国外指数调整效应的实证研究证据

3、····························……国内指数调整效应的研究现状·······································……关于上证指数··············································……国内指数调整效应的研究现状··································……研究方案设计异常收益的衡量·····················································……异常收益模型的选择····

4、········································……异常收益的计算过程············································……检验统计量····················································……异常交易量的衡量········································……事件窗长短的考虑····················，················……样本选取与数据来源······

5、············································……经验证据累计异常收益·······················································……’·三次调整累计异常收益的对比······································……三次调整调入股票累计异常收益的对比························……三次调整调出股票累计异常收益的对比························……中国股票市场指数调整效应研究

6、关于上证指数调整效应的实证分析异常交易量··················……三次调整异常交易量的对比·········································……犯三次调整调入股票异常交易量的对比···························……三次调整调出股票异常交易量的对比···························……截面模型·····························································……国外各种假说的检验……结论及建

7、议研究结论·····························································……政策建议·····························································……本文的局限···························································……注释·································································

8、········……参考文献······························……附表一······································································……在学期