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1、AbstractTotestwhetherIPOsuspendedpositiveimpactontheapplicabilityofCAPMmodel,thatcompareandanalyzebeforeandafterthedataoftheseventhIPOsuspendedfrom16September2008to10July2009,usedforstaticanddynamictestmethod.Inthestatictestmethod,BJSandFMtestmethodisusedtoconstructthreesetsofdata.Thefirst
2、groupresearchtheapplicabilityofthemodelbeforeIPOsuspended(2006-2008),andthesecondgroupstudytheapplicabilityofthemodelinnewlyshares(2010-2012),andthethirdgroupinvestigateaftertherestartedIPOtheapplicabilityofmodelinissuedshares(2010-2012).Inthedynamictestmethod,firstly,twotimepointsthatisSe
3、ptember16,2008andJuly10,2009weretestedwithChowtest,totesttheexistenceoftransition.Secondly,theentiresampleperiodisdividedintoseveralsubsamplewithsmoothmovingbackward,toexaminetheapplicabilityofthemodelineverysubsamplefromJanuary1,2006toDecember31,2012.TheresultsshowedthatTheissuedshares’sy
4、stemicriskmoreaffectitsrateofreturnaftertherestartedIPO,butCAPMmodelisstillnotapplicableforthenewlyissuedshares.TheapplicabilityofCAPMmodelhasnotsignificantlyimprovedbeforeandafterIPOsuspended.Keywords:IPOsuspended,CAPM,statictest,dynamictestII万方数据目录文献综述....................................
5、...........................................................................................11国外研究综述....................................................................................................................12国内研究综述...................................................................
6、................................................2引言.......................................................................................................................................41.绪论...................................................................................................
7、...............................41.1研究背景........................................................................................................................41.2研究的目的和意义.........................................................................................
