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本文以事件研究法为基础,选取沪深A股所有的上市公司为研究对象,探讨“汇金增持”事件是否会使我国A股市场产生超额收益率。得到“汇金增持”不能使其产生正的超额收益率的结论,并对实证结果进行了合理的解释,最后对投资者提出了合理的建议。
Based on the method of event study, this paper selects all the listed companies in Shanghai and Shenzhen A shares as the research object, and probes into whether the event of “Huijin Buy” will result in the excess yield of A-share market in our country. Get “Huijin holdings” can not make a positive excess return rate conclusion, and the empirical results of a reasonable explanation, and finally put forward reasonable suggestions to investors.