發(fā)布時(shí)間：2018-02-03 03:45

  本文關(guān)鍵詞： 創(chuàng)業(yè)板 投資者情緒 初始收益 網(wǎng)上發(fā)行中簽率　出處：《經(jīng)濟(jì)與管理研究》2010年08期 　論文類型：期刊論文

【摘要】：本文以2009年10月30日在創(chuàng)業(yè)板上市的28只股票為研究對(duì)象,以網(wǎng)上發(fā)行中簽率、首日換手率、網(wǎng)下發(fā)行中簽率、首日交易金額等作為投資者情緒的衡量變量,通過檢驗(yàn)投資者情緒與創(chuàng)業(yè)板上市股票初始收益的關(guān)系,發(fā)現(xiàn)投資者情緒變量中只有網(wǎng)上發(fā)行中簽率與首日初始收益高度相關(guān)。通過構(gòu)建投資者情緒與首日初始收益的回歸模型,進(jìn)行回歸分析得出在創(chuàng)業(yè)板上市的股票其首日初始收益主要受投資者情緒的影響,在此基礎(chǔ)上提出關(guān)于在創(chuàng)業(yè)板進(jìn)行投資的建議。
[Abstract]:This paper takes 28 stocks listed on the gem in October 30th 2009 as the research object, with the success rate of online issuance, the first day turnover rate, and the off-net issuance rate. As a measure of investor sentiment, the first day trading amount is used to test the relationship between investor sentiment and initial income of gem listed stocks. It is found that only online issuance success rate is highly correlated with the initial return on the first day among investor sentiment variables, and a regression model between investor sentiment and initial income on the first day is constructed by constructing a regression model of investor sentiment and initial income on the first day. The regression analysis shows that the initial income of the listed stocks on the gem is mainly affected by the investor sentiment, and then puts forward the suggestion of investing in the gem.
【作者單位】： 中國礦業(yè)大學(xué)管理學(xué)院;
【基金】：中國礦業(yè)大學(xué)項(xiàng)目“大學(xué)生實(shí)踐創(chuàng)新訓(xùn)練”(礦教科研2009-131號(hào))的階段成果
【分類號(hào)】：F832.51
【正文快照】： _己.健全、碑l『J 20(刃年10月30日，，我國醞釀已久的創(chuàng)業(yè)板終于在人們的翹首企盼中揭開了面紗。28只創(chuàng)業(yè)板股票的上市，翻開了中國“納斯達(dá)克”歷史的首頁。這28只股票預(yù)示著中國資本市場(chǎng)的逐步成熟和完善，是中國資本市場(chǎng)劃時(shí)代的一個(gè)轉(zhuǎn)折點(diǎn)。創(chuàng)業(yè)板就像一個(gè)“潘多拉寶盒”

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