投资者情绪与上市公司违规行为的市场反应

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1、上海高级金融学院金融学硕士学位论文投资者情绪与上市公司违规行为的市场反应论文题目：姓名：任杰学号：1113809018袁宇教授指导教授：上海高级金融学院制表2013年5月22日硕士学位论文投资者情绪与上市公司违规行为的市场反应INVESTORSENTIMENTANDMARKETRESPONSESTOLISTEDCOMPANIES’VIOLATIONOFREGULATIONS作者：任杰导师：袁宇教授上海交通大学上海高级金融学院二○一三年五月InvestorSentimentandMarketResponsestoListedCompanies’ViolationofRegulatio

2、nsByRENJieUndertheSupervisionofProfessorYuanYuAThesisSubmittedinPartialFulfillmentoftheRequirementsFortheDegreeofMasterinFinanceShanghaiAdvancedInstituteofFinanceShanghaiJiaoTongUniversityMay2013ContentsAbstract(inEnglish)........................................................................

3、.....................iAbstract(inChinese).........................................................................................iiiChapter1Introduction........................................................................................11.1ResearchBackground...............................

4、...............................................11.2ThePurposeandSignificanceoftheStudy.............................................61.3ThesisStructure.......................................................................................7Chapter2LiteratureReview................................

5、..............................................92.1ReviewofMarketResponsestoViolations.............................................92.2ReviewofInvestorSentiment................................................................122.3ConstructionofInvestorSentimentIndex..............................

6、...............13Chapter3MarketResponsestoListedCompanies’Violations.....................173.1SampleSelection....................................................................................173.2EventStudyMethodology.....................................................................193.2.

7、1EstimationofExpectedReturns..................................................203.2.2CalculationofAbnormalReturns(AR)......................................213.2.3CalculationofCumulativeAbnormalReturns(CAR)................213.2.4Signific