Does the split share structure reform improve China's a-share market efficiency?

机译：股权分置改革是否会提高中国的A股市场效率？

获取原文

页面导航

摘要
著录项
相似文献
相关主题

摘要

Different from previous articles about the effect of the split share structure reform on China's A-share market efficiency, we employ the variance ratio test and select logarithmic earnings of daily closing price of Shanghai A-share index and Shenzhen A-share index as the object of our paper. Empirical results show that although the efficiency of A-share market in China is always weak-form efficient, A-share market efficiency is more efficient after split share reform.

机译：与以往关于股权分置改革对中国A股市场效率的影响的文章不同，我们采用方差比检验，选择上海A股指数和深圳A股指数的日收盘价的对数收益。我们的论文。实证结果表明，尽管中国A股市场效率始终是弱形式效率，但股权分置改革后A股市场效率更高。

著录项

来源
《2011 2nd International Conference on Artificial Intelligence, Management Science and Electronic Commerce》|2011年|p.6614-6617|共4页
会议地点
作者
Ronghua Yi; Yun Liu;
展开▼
作者单位

展开▼
会议组织
原文格式 PDF
正文语种
中图分类人工智能理论;管理学;
关键词
market efficiency; split share structure reform; variance ratio tests;

机译：市场效率;股权分置改革;方差比检验;

相似文献

外文文献
中文文献
专利

1. Has split share structure reform improved the efficiency of the Chinese stock market? [J] . Xindan Lia Bing Zhanga* Applied Economics Letters . 2011,第11期

机译：股权分置改革是否提高了中国股市的效率？
2. Has split share structure reform improved the efficiency of the Chinese stock market? [J] . Xindan Li, Bing Zhang Applied economics letters . 2011,第10a12期

机译：股权分置改革是否提高了中国股市的效率？
3. Does Trading Activity of China’s A-Share Improve after the Inclusion of China’s A-Share in the MSCI Index? [J] . Hongbin Deng Journal of Service Science and Management . 2021,第1期

机译：在将中国在MSCI指数中的A份分享后，中国的A份交易活动是否完善了？
4. Does the split share structure reform improve China's a-share market efficiency? [C] . Ronghua Yi, Yun Liu International Conference on Artificial Intelligence, Management Science and Electronic Commerce . 2011

机译：分裂股权改革是否提高了中国的A股市场效率？
5. Asset pricing and price differentials in China's A-share and B-share equity markets. [D] . Shang, Jian. 1997

机译：中国A股和B股股票市场的资产定价和价格差异。
6. Mood Sensitive Stocks and Sustainable Cross-Sectional Returns During the COVID-19 Pandemic: An Analysis of Day of the Week Effect in the Chinese A-Share Market [O] . Qurat ul Ain, Tamoor Azam, Tahir Yousaf, 2021

机译：Covid-19大流行期间的情绪敏感股票和可持续横断面回报：分析中国A股市场的一周效应
7. Dark Side of Institutional Shareholder Activism in Emerging Markets: Evidence from China’s Split Share Structure Reform* [O] . Yamin Zeng, Qingbo Yuan, Junsheng Zhang 2011

机译：制度股东激活主义在新兴市场的黑暗面：来自中国分裂份额结构改革的证据*

Does the split share structure reform improve China's a-share market efficiency?

摘要

著录项

相似文献

相关主题

期刊订阅