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本文以沪深300上市公司为研究样本,对2006年～2008年证券市场的过度反应问题进行了实证研究。结果显示:股权分置改革时期,证券市场存在着显著的过度反应。
In this paper, the Shanghai and Shenzhen 300 listed companies as a sample, from 2006 to 2008 the stock market overreaction question conducted an empirical study. The result shows that there is a significant overreaction in the stock market during the period of the split share structure reform.