“年报”与“非典”的公告日效应:比较及含义

年报公告,是上市公司向投资者披露业绩和成长机会的重要事件。理论上讲,通过事件研究法应该可以检测出明显的"年报"公告日效应。但在中国证券市场上,有相当一些公司却不能检测出与逻辑期望相一致的公告日效应。对此,有人认为是由于投资者并不关心基本面的信息,因此不能及时对业绩信息做出反应,并在股票价格中有所体现。但我们猜测,也有可能是其它原因,比如年报信息的提前泄露。非典事件是一个没有信息泄露的事件,我们选择同一组样本,用非典事件做对照研究,试图找到有关信息泄露猜测的证据。     

One’s Enough for Now: Children,Disability, and the Subsequent Childbearing of Mothers

This mixed‐methods study explores the subsequent childbearing of mothers whose firstborn children have disabilities. I make use of matched data from the 1993 NHIS ‐ 1995 NSFG (N = 4,468) to determine the effects of child disability on the hazard of a second birth and draw on a series of 24 in‐depth interviews that explore the lived experience of raising children with disabilities. My findings suggest that mothers whose firstborn children are disabled have a lower hazard of a second birth. This reduction stems from mothers’ recognition that children with disabilities have extensive needs and that, in order to meet those needs and maximize their potential, they need to make strategic choices such as delaying subsequent childbearing.     

群体资格:社会认同事件的新路径

面对多元社会力量的雕刻，个体作为能动行动者被赋予或力图获得多元的群体成员资格，并建构或解构／重构多元的社会认同，以缔造动态而同一的完整生命。这种社会认同事件的兴起，有其确定的思想史条件和历史脉络，并迫切地嵌入在中国社会转型过程中。以认同语义变迁为切入点，论文概要评论当代社会认同研究的困境。基于群体资格构念，论文把个体生命历程中所遭遇的多元社会力量的雕刻过程归类为不同共同体的教化过程，尝试为超越现有的认同研究提供新方案。论文最后展现了群体资格路径可能具有的方法论意涵。     

事件视界的一种新定义

提出了动态时空中事件视界的一种新定义，并研究了这个定义与ｙｏｒｋ 工作定义之间的关系，结果表明ｙｏｒｋ 工作定义存在着迄今尚未被认识的局限性．     

中国物流奖与股票超常收益的实证研究

运用事件研究法考察了中国物流奖及奖项类别对公司超常收益的影响。结果发现中国物流奖公告日前5天及当天均无显著的正超常收益,公告日后第1天获得显著的正超常收益。表明获得中国物流奖可为公司带来正超常收益,中国物流奖不存在信息提前泄露现象,股票市场对获得中国物流奖的反应存在滞后效应。奖项类别显著影响超常收益,中国物流百强带来的超常收益最大,中国货代物流百强带来的超常收益最小。     

A segmented regression model for event history data: an application to the fertility patterns in Italy

We propose a segmented discrete-time model for the analysis of event history data in demographic research. Through a unified regression framework, the model provides estimates of the effects of explanatory variables and jointly accommodates flexibly non-proportional differences via segmented relationships. The main appeal relies on ready availability of parameters, changepoints, and slopes, which may provide meaningful and intuitive information on the topic. Furthermore, specific linear constraints on the slopes may also be set to investigate particular patterns. We investigate the intervals between cohabitation and first childbirth and from first to second childbirth using individual data for Italian women from the Second National Survey on Fertility. The model provides insights into dramatic decrease of fertility experienced in Italy, in that it detects a ‘common’ tendency in delaying the onset of childbearing for the more recent cohorts and a ‘specific’ postponement strictly depending on the educational level and age at cohabitation.     

Semiparametric model for recurrent event data with excess zeros and informative censoring

Recurrent event data are often encountered in longitudinal follow-up studies in many important areas such as biomedical science, econometrics, reliability, criminology and demography. Multiplicative marginal rates models have been used extensively to analyze recurrent event data, but often fail to fit the data adequately. In addition, the analysis is complicated by excess zeros in the data as well as the presence of a terminal event that precludes further recurrence. To address these problems, we propose a semiparametric model with an additive rate function and an unspecified baseline to analyze recurrent event data, which includes a parameter to accommodate excess zeros and a frailty term to account for a terminal event. Local likelihood procedure is applied to estimate the parameters, and the asymptotic properties of the estimators are established. A simulation study is conducted to evaluate the performance of the proposed methods, and an example of their application is presented on a set of tumor recurrent data for bladder cancer.     

数据库应用程序中数据完整性的分层实现

数据完整性是数据库保护的重要内容。针对数据库应用程序结构由单层发展到多层的情况,分析了数据库应用程序访问数据的层次模型,就数据的完整性约束在各个层次上的实现进行了探讨,并在数据库、数据模块和用户接口三个层次上给出了具体方法,从而可在访问数据的不同时机,多层次地维护数据的完整性。     

分布式实时计算系统的一种调试方法

针对分布式实时系统的特殊性,对分布式实时语言DRTC++编写的分布式实时应用程序,利用DRTDebug的设计和调试原理,提出分布式实时计算中不确定性等问题的解决方法,得到分布式实时程序运行信息的收集模型。该模型简便、实用,可以直接用于分布式实时程序的调试中。     

收益公布效应的实证研究

股票市场的有效性研究是金融经济学的一个重要基础 .国外对此作了广泛深入的研究 ,其中事件研究方法是一个重要的方法 ,其普遍适应性导致了它的广泛应用 .目前对我国股票市场有效性的实证研究尚处于起步阶段 ,本文试图采用事件研究方法主要针对上海股市进行收益公布的实证研究 .本文研究的经验结果对我国股市的半强式有效性提供了一个重要支持