| 我国封闭式基金对印花税下调的过度反应研究 |
| |
| 引用本文： | 魏立波.我国封闭式基金对印花税下调的过度反应研究[J].北京交通大学学报(社会科学版),2009,8(3):88-92. |
| |
| 作者姓名： | 魏立波 |
| |
| 作者单位： | 西安交通大学,经济与金融学院,陕西,西安,710061 |
| |
| 摘 要： | 本文采用异常收益率来研究我国封闭式基金对2008年4月24日印花税下调的反应,实证表明封闭式基金在事件日前后表现出价格的上涨和回调现象,无论从市场还是单只基金的角度来看,我国封闭式基金对印花税下调都不存在过度反应。本文认为,造成这一现象的主要原因是我国封闭式基金对股票市场当时的基本面仍持悲观态度。
|
| 关 键 词： | 封闭式基金 印花税 过度反应 |
Overreaction of Closed-End Fund to Stamp Duty Reduction |
| |
| WEI Li-bo.Overreaction of Closed-End Fund to Stamp Duty Reduction[J].Journal of Beijing Jiaotong University Social Sciences Edition,2009,8(3):88-92. |
| |
| Authors: | WEI Li-bo |
| |
| Institution: | School of Economics and Finance;Xian Jiaotong University;Xian Shanxi 710061;China |
| |
| Abstract: | This paper investigates the reaction of the closed-end fund to the reduction of stamp duty in April 24th,2008 by the abnormal returns.The empirical results indicate that there is rise and reversal of the closed-end fund price,but closedend fund don't overreact to the reduction of stamp duty either from the market or the single fund.The primary reason for this phenomenon is closed-end fund pessimism about the current basics of stock market. |
| |
| Keywords: | closed-end fund stamp duty overreaction |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
