中国存款准备金率宣告对股票收益的影响研究——基于事件研究法的实证分析

[1] An examination of stock pricesreactions to discount rate changes under alternative monetary policyregimes. Jensen,G.R,R.R Johnson. Quaarterly Journal of business and economics . 1993

[2] Stock Prices and Economic News. Douglas K Pearce,V.Vance Roley. The Journal of Business . 1985

[3] 物价稳定目标下我国货币政策外部时滞的实证分析 [J]. 上海经济研究, 2011, (01) : 16 - 22

[4] 资产收益的短记忆性与长记忆性:我国股票市场效率的动态分析 [J]. 江西财经大学学报, 2011, (01) : 5 - 12

[5] Asset returns, discount rate changes, and market efficiency. M Smirlock,J Yawitz. The Journal of Finance . 1985

[6] On the significance of weekly change in M1. Berkman,N.G. NewEnglandeconomic review . 1978

[7] Money supply announcement and stock prices. Lynge,M.J Jr. The journalof portfolio management . 1981

[8] Discount Rate Changes and Security Returns in the US,1962-1991. Jensen,G.,Johnson,R. Journal of Banking and Finance . 1995

[9] 基于制度变迁的中国股票市场有效性分析 [J]. 中央财经大学学报, 2010, (09) : 44 - 47+66

[10] 货币政策时滞问题实证分析 [J]. 系统工程, 2010, 28 (07) : 97 - 101

[1] An examination of stock pricesreactions to discount rate changes under alternative monetary policyregimes. Jensen,G.R,R.R Johnson. Quaarterly Journal of business and economics . 1993

[2] Stock Prices and Economic News. Douglas K Pearce,V.Vance Roley. The Journal of Business . 1985

[3] 物价稳定目标下我国货币政策外部时滞的实证分析 [J]. 上海经济研究, 2011, (01) : 16 - 22

[4] 资产收益的短记忆性与长记忆性:我国股票市场效率的动态分析 [J]. 江西财经大学学报, 2011, (01) : 5 - 12

[5] Asset returns, discount rate changes, and market efficiency. M Smirlock,J Yawitz. The Journal of Finance . 1985

[6] On the significance of weekly change in M1. Berkman,N.G. NewEnglandeconomic review . 1978

[7] Money supply announcement and stock prices. Lynge,M.J Jr. The journalof portfolio management . 1981

[8] Discount Rate Changes and Security Returns in the US,1962-1991. Jensen,G.,Johnson,R. Journal of Banking and Finance . 1995

[9] 基于制度变迁的中国股票市场有效性分析 [J]. 中央财经大学学报, 2010, (09) : 44 - 47+66

[10] 货币政策时滞问题实证分析 [J]. 系统工程, 2010, 28 (07) : 97 - 101