文献类型：期刊文章

作　　者：袁显平[1] 柯大钢[2]

机构地区：[1]西安科技大学管理学院 [2]西安交通大学管理学院

出　　处：《统计研究》

年　　份：2006

卷　　号：23

期　　号：10

起止页码：31-35

语　　种：中文

收录情况：BDHX、BDHX2004、CSSCI、CSSCI2006_2007、JST、NSSD、RCCSE、RWSKHX、SKJJZZ、ZGKJHX、核心刊

摘　　要：Abroad,the event study method has been used extensively in financial and economic research.Based on the external results of event study methodology,this paper discusses the procedures and properties of event study,and compares the external and internal literature using event study methods in financial and economic research.Our results suggest that there exist many choices in event studies,which may influence the reliability of research results,and as regards the literature using event study methods in financial and economic research,some limitations remain in the internal literature,compared to the external literature.

关 键 词：事件研究  参数检验  检验统计量 异常收益  

分 类 号：F830.91[金融学类]