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Split share structure reform effect model and empirical analysis

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  • Guangqian Ren
  • Yuliang Zhao

Abstract

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Suggested Citation

  • Guangqian Ren & Yuliang Zhao, 2009. "Split share structure reform effect model and empirical analysis," Frontiers of Economics in China, Springer;Higher Education Press, vol. 4(3), pages 461-477, September.
    • Handle: RePEc:spr:frecch:v:4:y:2009:i:3:p:461-477
    DOI: 10.1007/s11459-009-0025-0
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    References listed on IDEAS

    as
    1. Frankfurter, George M. & McGoun, Elton G., 1993. "The event study: An industrial strength method," International Review of Financial Analysis, Elsevier, vol. 2(2), pages 121-141.
    2. Armitage, Seth, 1995. "Event Study Methods and Evidence on Their Performance," Journal of Economic Surveys, Wiley Blackwell, vol. 9(1), pages 25-52, March.
    3. Boehmer, Ekkehart & Masumeci, Jim & Poulsen, Annette B., 1991. "Event-study methodology under conditions of event-induced variance," Journal of Financial Economics, Elsevier, vol. 30(2), pages 253-272, December.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

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    More about this item

    Keywords

    Chinese split share structure reform; event study method; abnormal return rate; effect model; G18; L22; 中国股权分置改革; 事件研究法; 超常收益率; 股改效率;
    All these keywords.

    JEL classification:

    • G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
    • L22 - Industrial Organization - - Firm Objectives, Organization, and Behavior - - - Firm Organization and Market Structure

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