投资者意见分歧与股票收益基于中国a股市场的实证研究

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1、上海高级金融学院金融学硕士学位论文DivergenceofOpinionandStockReturns:论文题目：anEmpiricalStudyofA-shareMarket姓名：JinChen学号：1123809005指导教授：Yen-ChengChang上海高级金融学院制表2014年5月22日万方数据硕士学位论文投资者意见分歧与股票收益：基于中国A股市场的实证研究DIVERGENCEOFOPINIONANDSTOCKRETURNS:ANEMPIRICALSTUDYOFA-SHAREMARKET作者：陈锦导师：张晏诚教授上海交通大学上海高级金融学院二○一四年五月万方数据Diverge

2、nceofOpinionandStockReturns:anEmpiricalStudyofA-shareMarketByJinChenUndertheSupervisionofProfessorYen-ChengChangSubmittedinPartialFulfillmentoftheRequirementsFortheDegreeofMasterofFinanceShanghaiAdvancedInstituteofFinanceShanghaiJiaoTongUniversityMay2014万方数据万方数据万方数据ContentsAbstract...............

3、...............................................................................................i摘要..................................................................................................................ii1Introduction......................................................................

4、...........................12ReviewoftheLiterature...............................................................................42.1ResearchesofForeignScholars..........................................................42.2ResearchesofDomesticScholars...............................................

5、........63Methodology................................................................................................93.1VariableDefinitions...........................................................................93.2BriefIntroductionofResearchMethods...........................................1

6、33.3DataResourcesandSampleSelection..............................................144EmpiricalAnalysis.....................................................................................154.1DescriptiveStatisticsandSampleCharacteristics.............................154.2PortfolioAnalysis..........

7、..................................................................174.3RegressionTests..............................................................................264.4RobustnessChecks.................................