本文選題：事件研究 + 累計(jì)異常收益率��； 參考：《上海交通大學(xué)》2014年碩士論文

【摘要】：最近幾年食品安全事件層出不窮，就在不久前的2012年11月19日，21世紀(jì)網(wǎng)發(fā)表《致命危機(jī)：酒鬼酒塑化劑超標(biāo)260%》將酒鬼酒推向了風(fēng)口浪尖上，該“塑化劑”事件使得酒鬼酒兩個(gè)星期來(lái)股價(jià)由47.58元下降到27.32元，累計(jì)降幅達(dá)42.58%，市值蒸發(fā)了65.83億元，整個(gè)白酒行業(yè)也相應(yīng)蒸發(fā)了300億元。本文正是在該背景下來(lái)研究“塑化劑”事件對(duì)酒相關(guān)行業(yè)股價(jià)的影響。 本文第一章首先介紹研究背景、意義及方法，，然后重點(diǎn)介紹國(guó)內(nèi)外相關(guān)的文獻(xiàn)，以作為后面章節(jié)實(shí)證分析的理論基礎(chǔ)。然后第二章介紹塑化劑的定義、危害、來(lái)源以及對(duì)整個(gè)事件的簡(jiǎn)短回顧。接下來(lái)第三章先定性分析、然后采用事件研究法并運(yùn)用市場(chǎng)模型及均值調(diào)整模型來(lái)定量分析該事件對(duì)酒鬼酒及相關(guān)行業(yè)股價(jià)造成的影響，結(jié)果發(fā)現(xiàn)影響最大的是酒鬼酒公司，其次是白酒、黃酒行業(yè)，其他酒行業(yè)甚至整個(gè)食品行業(yè)受到不同程度的負(fù)面影響。緊接著在第四章，通過(guò)多元回歸分析來(lái)研究哪些因素導(dǎo)致了不同企業(yè)有不同程度的負(fù)面影響，結(jié)果表明資本密集度、會(huì)計(jì)師事務(wù)所類(lèi)型顯著為正，能減輕負(fù)面影響程度，而董事長(zhǎng)或總裁類(lèi)型、審計(jì)意見(jiàn)、流通股變量顯著為負(fù)，加大了負(fù)面影響程度。最后本文對(duì)相關(guān)企業(yè)的公關(guān)進(jìn)行了分析，并指出需要改良的地方，同時(shí)提出如何公關(guān)以給相關(guān)上市公司以啟示，并提升到對(duì)如何避免類(lèi)似食品事件的發(fā)生提出了一些政策性的意見(jiàn)，期望對(duì)企業(yè)及管理者有所貢獻(xiàn)。
[Abstract]:In recent years, food safety incidents have come out in an endless stream. In November 19, 2012, on twenty-first Century, net published < fatal crisis: liquor wine plasticizer superstandard 260%> pushed the wine wine to the top of the wind and wave. The "plasticizer" incident reduced the stock price from 47.58 yuan to 27.32 yuan for two weeks. The cumulative decline was 42.58%, the market value was steamed. 6 billion 583 million yuan, the whole liquor industry has also evaporated 30 billion yuan. This is the background of the study of the "plasticizer" event on the price of wine related industry.
The first chapter introduces the research background, significance and methods, and then focuses on the relevant literature at home and abroad as the theoretical basis for the empirical analysis of the later chapters. Then the second chapter introduces the definition of the plasticizer, the harm, the source and the brief review of the whole event. Then the third chapter is first qualitative analysis, and then the event study method is used. The market model and the mean adjustment model were used to quantitatively analyze the impact of the event on the stock price of wine spirits and related industries. The results found that the biggest impact was liquor wine company, followed by liquor, yellow wine industry, other wine industry and even the whole food industry. The fourth chapters were followed by multiple factors. Regression analysis to study which factors lead to different degree of negative impact of different enterprises, the results show that capital density, accounting firm type is significantly positive, can reduce the degree of negative impact, and the chairman's or president type, audit opinion, circulation stock variable significantly negative, increase the negative impact degree. Finally, this paper to related enterprises The public relations of the industry were analyzed, and the areas needed to be improved were pointed out. At the same time, public relations were proposed to enlighten the relevant listed companies and to raise some policy opinions on how to avoid similar food incidents, and expected to contribute to enterprises and managers.
【學(xué)位授予單位】：上海交通大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類(lèi)號(hào)】：F832.51;F426.82

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