重庆理工大学学报（自然科学版）Issue(4)：128-131,4.DOI:10.3969/j.issn.1674-8425(z).2015.04.025
应用 CAPM 模型的超额收益的实证研究--以我国制造业类上市公司为例
Empirical Study of Abnormal Returns Based on CAPM:Example for Listed Companies of Chinese Manufacturing Industry
摘要
Abstract
The investment portfolios of stock dividend and cash dividend and the composite price in-dex were constructed based on the relative theories of dividend policy,using the stock transaction data from the listed companies of Chinese manufacturing industries. Thus we had the empirical study of them with the CAPM,Sharpe ratio and Jensen index. At last,we came out relative conclusions and put forward some advice.关键词
制造业类上市公司/超额收益/夏普比率/詹森指数Key words
listed companies of manufacturing industry/abnormal returns/Sharpe ratio/Jensen index分类
数学引用本文复制引用
文娜,钱凯..应用 CAPM 模型的超额收益的实证研究--以我国制造业类上市公司为例[J].重庆理工大学学报（自然科学版）,2015,(4):128-131,4.基金项目
中央高校基本科研业务费项目 （）
