The empirical analysis on influencing factors of securities investment cumulative abnormal return
Song Li, Yan Xiyan, Chen Rencui · 2010
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.