摘要
企业信用风险的评估一直是金融经济学理论与实务界关注和探讨的问题。能否判别上市公司信用风险程度 ,意味着能否依据公开披露的信息准确地评价一个企业的信用情况 ,本文采用典型判别分析法对我国A股市场 1999年至 2 0 0 0年 9月间部分上市公司的信用状况进行了实证分析和检验。分析结果显示 ,所得到的典型判别模型对我国证券市场的信用情况有较强的解释能力。
The evaluation of the enterprises' credit risk is a hot issue debated by financial economists and investors for long time.Whether the credit risk of list company can be discriminated,means whether exact credit problem of the enterprise can be evaluated according to public information.This paper studied the credit problem of Chinese A share part list companies during 1999-2000/09 by means of canonical discriminate analysis.Displaying of the positive analysis and test,the estimating model can strongly demonstrate the credit problem of our stock market.
出处
《财经研究》
CSSCI
北大核心
2001年第10期53-57,共5页
Journal of Finance and Economics
