{"title":"中国高市值公司年报效应的实证分析","authors":"L. Xin, Huang Xi, S. Ganya","doi":"10.26549/jfr.v5i2.7177","DOIUrl":null,"url":null,"abstract":"In this paper, we study the abnormal stock price returns of the top 10 stocks in the Chinese stock market in terms of total market capitalization before and after the release of their annual reports in the past 10 years, using the event study method implemented by the Event Study package of the Alpha Library under Python, using a market model to estimate normal returns. The results find that and most of the events have insider phenomenon.","PeriodicalId":390233,"journal":{"name":"Journal of Finance Research","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-12-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"An Empirical Analysis of the Annual Report Effect of High Market Capitalization Companies in China\",\"authors\":\"L. Xin, Huang Xi, S. Ganya\",\"doi\":\"10.26549/jfr.v5i2.7177\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, we study the abnormal stock price returns of the top 10 stocks in the Chinese stock market in terms of total market capitalization before and after the release of their annual reports in the past 10 years, using the event study method implemented by the Event Study package of the Alpha Library under Python, using a market model to estimate normal returns. The results find that and most of the events have insider phenomenon.\",\"PeriodicalId\":390233,\"journal\":{\"name\":\"Journal of Finance Research\",\"volume\":\"1 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-12-02\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Finance Research\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.26549/jfr.v5i2.7177\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Finance Research","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.26549/jfr.v5i2.7177","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
An Empirical Analysis of the Annual Report Effect of High Market Capitalization Companies in China
In this paper, we study the abnormal stock price returns of the top 10 stocks in the Chinese stock market in terms of total market capitalization before and after the release of their annual reports in the past 10 years, using the event study method implemented by the Event Study package of the Alpha Library under Python, using a market model to estimate normal returns. The results find that and most of the events have insider phenomenon.
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