The empirical analysis on influencing factors of securities investment cumulative abnormal return

摘要：

The paper takes the data of manufacturing in Shenzhen stock exchange in 2007 as the research sample, adopts the qualitative analysis and statistical analysis to choose the Bayesian network’s indexes, and then constructs the Bayesian network method of the relation between financial indexes and cumulative abnormal return. Securities investors can use the model to speculate the probability of cumulative abnormal returns by investment in stocks.

关键词： securities investment cumulative abnormal return Bayesian network model prediction

作者: Song Li Yan Xiyan Chen Rencui

作者单位: School of Management, Shenyang University of Technology, Shenyang 110870, China

会议类型: 国际会议

会议名称: The 22nd China Control and Decision Conference(2010年中国控制与决策会议)

会议地点: 徐州

会议语种:英文

页码: 411-415

在线出版日期: 2010-05-26（万方平台首次上网日期，不代表论文的发表时间）