灾害学Issue(1)：175-180,6.DOI:10.3969/j.issn.1000-811X.2015.01.033
基于事件法研究巨灾对我国上市公司的影响--以汶川8.0级地震为例
The Impact of Disasters on China Listed Companies Based on Event Study Method---A Case Study on Wenchuan M8.0 Earthquake
摘要
Abstract
The impacts of 2008 Wenchuan M8.0 earthquake on local listed companies in Sichuan are studied by event study method.Data of local listed companies of construction utility industry,power utility industry and chemical utility industry are selected.Fluctuation of the daily average abnormal return (AR)and cumulative ab-normal return (CAR)of the sample data is computed,analyzed and tested.Results show that:impacts of the earthquake on different industries are different in time and degree.The impact on construction industry is positive and that on power industry and chemistry industry is relatively more negative.Finally,the impacts of catastrophe on listed companies are summarized and considering the catastrophe risk management situation in China,based on learning from foreign experiences,suggestions for establishing the risk management for listed companies in China are put forward.关键词
巨灾/上市公司/事件研究法/风险管理/汶川8.0级地震Key words
catastrophe/listed company/event study/risk management/Wenchuan M8.0 earthquake分类
资源环境引用本文复制引用
于汐,王静伟..基于事件法研究巨灾对我国上市公司的影响--以汶川8.0级地震为例[J].灾害学,2015,(1):175-180,6.基金项目
中国地震局教师科研基金（20110128）；防灾科技学院教学研究重点项目 （）
