摘要
依据"毒胶囊"事件的特点,确定估计窗口和事件窗口,选取市场模型对预期收益进行估计,与实际收益率进行比较,得到医药板块的异常收益和累计异常收益,并对其进行显著性检验。研究结果显示:"毒胶囊"事件短期内对我国医药板块的股价没有显著性影响,但长期影响有待进一步研究。
On the basis of ＂poison capsule＂ event characteristics ,the estimation window and the event window are determined. The expected income was estimated by the market index model, and comparison with the actual rate of return to get the medical section of the abnormal return and cumulative abnormal returns, and its signifi- cant test. The results show that the ＂poison capsule＂ events has no significant impact on China~ pharmaceuti- cal shares price in the short term. but in long-term, further research should be done to find the pharmaceutical sector how to be effected.
出处
《东北电力大学学报》
2012年第5期37-40,共4页
Journal of Northeast Electric Power University
基金
吉林省教育厅重点科研项目(长吉图开发开放先导区城市群生态环境保护一体化机制创新研究:201132)
