Title :
The empirical analysis on influencing factors of securities investment cumulative abnormal return
Author :
Li, Song ; Xiyan, Yan ; Rencui, Chen
Author_Institution :
Sch. of Manage., Shenyang Univ. of Technol., Shenyang, China
Abstract :
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.
Keywords :
belief networks; economic indicators; investment; manufacturing industries; securities trading; statistical analysis; stock markets; Bayesian network; Shenzhen stock exchange; cumulative abnormal return; financial indexes; probability; securities investment; statistical analysis; Bayesian methods; Data mining; Data security; Electronic mail; Financial management; Information analysis; Investments; Marketing and sales; Quality management; Technology management; Bayesian network; cumulative abnormal return; model prediction; securities investment;
Conference_Titel :
Control and Decision Conference (CCDC), 2010 Chinese
Conference_Location :
Xuzhou
Print_ISBN :
978-1-4244-5181-4
Electronic_ISBN :
978-1-4244-5182-1
DOI :
10.1109/CCDC.2010.5499034
