申通远,朱玉杰

• 1:清华大学经济管理学院

摘要(Abstract)：

本文选择国家科技重大专项作为研究对象,尽可能全面地利用官方网站的公示信息与新闻媒体、证券公司的资讯报道、分析报告,确定了核高基领域的概念股。在此基础上有重点地查阅概念股的临时性公告与公司资讯,确定其承担重大专项的情况。对公开披露承担了国家科技重大专项的上市公司,利用Fama-French三因子模型回归研究其长期超额收益率;并利用事件分析的方法研究其在重大专项相关事件前后股票的短期累计超额收益率。

关键词(KeyWords)： 国家科技重大专项;企业创新;事件研究;超额收益率

Abstract:

Keywords:

基金项目(Foundation):

作者(Author): 申通远,朱玉杰

DOI: 10.16513/j.cnki.cje.2019.03.005

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