| 我国股市大小非减持影响因素的实证分析 |
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| 引用本文： | 许可,郭炜.我国股市大小非减持影响因素的实证分析[J].武汉理工大学学报(信息与管理工程版),2011,33(1):140-144. |
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| 作者姓名： | 许可 郭炜 |
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| 作者单位： | 1. 武汉理工大学,经济学院,湖北,武汉,430070
2. 华中科技大学,管理学院,湖北,武汉,430074 |
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| 基金项目： | 教育部人文社科基金资助项目，湖北省社会科学基金资助项目 |
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| 摘 要： | 对影响我国股票市场大小非减持的因素进行了分析,将各类因素大致分为4类,即市场因素、股东性质、上市公司的基本面和限售股的解禁情况。以2006年6月19日至2009年2月13日之间所有公告减持的上市公司为样本,利用多元回归分析了各因素对减持的影响。实证结果显示,股东性质对大小非减持的影响最大,其次为市场类因素,限售股解禁的情况对减持也具有显著的影响,上市公司的基本面影响最弱。
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| 关 键 词： | 非流通股 股票减持 多元回归 |
An Empirical Study on Influential Factors of Reduction by Large and Small-scale Non-tradable Shareholders |
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| XU Ke,GUO Wei.An Empirical Study on Influential Factors of Reduction by Large and Small-scale Non-tradable Shareholders[J].Journal of Wuhan University of Technology(Information & Management Engineering),2011,33(1):140-144. |
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| Authors: | XU Ke GUO Wei |
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| Affiliation: | XU Ke,GUO Wei:Doctorial Candidate,School of Economics,WUT,Wuhan 430070,China. |
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| Abstract: | Factors that possibly affect reduction behaviors by large and small-scale non-tradable shareholders were summarized.And those factors were classified into four groups:market factors,class of shareholders,fundamentals of listed companies and scales of non-tradable shares.Then those factors were regressed while sampling listed companies with announcement of lifting non-tradable shares from 19,Jun.2006 to 13,Feb.2009.The results show that class of shareholders affects their reduction behaviors most,market fact... |
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| Keywords: | non-tradable shareholders stocks reduction multi-varieties regression |
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