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随着我国股权分置改革的完成,2005年6月以来我国股票市场已经进入了新一轮的牛市行情,但在这轮牛市中我国股市出现了过热的情况。本文采用事件研究和累积超常收益率的方法对本次我国政府调高印花税进行实证研究发现,此次印花税的调整对我们股市的影响是显著的,同时运用回归模型证明了政府这一举措的正确性,对投资者具有一定的指导意义。
With the completion of the split share structure reform in our country, the stock market of our country has entered a new round of bull market since June 2005, but the stock market in our country has overheated in this round of bull market. This article uses the method of event research and accumulative abnormal return to make an empirical study of the current government stamp duty increase in our country. It is found that the impact of this stamp duty adjustment on our stock market is significant. At the same time, the regression model is used to prove that the government is correct It has certain guiding significance to investors.