上市公司因素与股票市场风险关系实证研究
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财经研究 2006 年 第 32 卷第 11 期, 页码：89 - 98
摘要
参考文献
摘要
文章应用横截面数据,定量分析了我国上市公司业绩、治理结构、股权分置和信息披露等公司因素对股票市场风险的影响,以及总体公司因素对我国股票市场风险的影响程度,并得出了相应的结论。
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[2]吴世农,冉孟顺,肖珉等.我国上市公司系统风险与会计变量之间关系的实证研究[J].会计研究,1999,12:29~33.
[3]唐恒照.论股权分置与股票市场系统风险[J].南京理工大学学报,2005,(6):53~56.
[4]Ruefli T W,R R Wiggins.When mean square error becomes variance:A comment onbusiness risk and return:A test of simultaneous relationships[J].Management Sci-ence,1994,(6):750~759.
[5]Harlow W V.Asset allocation in a downside risk framework[J].Financial AnalystsJournal,1991,(10):28~40.
[6]尹德芹.我国上市公司治理的问题及其根源分析[J].商业现代化,2006,(2):70~72.
[7]La-porta R,F Lopez-de-silanes,A shleifer.Corporate ownership around the world[J].Journal of Finance,1999,54:471~518.
[8]晏艳阳,刘振坤.股权结构对公司业绩的影响:假定与实证[J].财经理论与实践,2004,(2):42~45.
[9]Shleifer A,R Vishny.Large shareholders and corporate control[J].Journal Of Politi-cal Economy,1986,94:461~488.
[10]孙永祥,黄祖辉.上市公司的股权结构与绩效[J].经济研究,1999,(12):23~30.
[11]Stulz,Rene M.Managerial control of voting rights:Financing policies and the marketfor corporate control[J].Journal of Financial Economics,1988,20:25~54.
引用本文
王明涛, 黎金龙. 上市公司因素与股票市场风险关系实证研究[J]. 财经研究, 2006, 32(11): 89–98.
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