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1 i...1 CSMAR VI....68

...29 12....35 13....37 14....40 15....41 16....42 17....44 18....45 19....46.

2 ii VII VIII IX X XI β...97 CSMAR...98.CSMAR

...86 4....88 X....89 1....89 XI....93 1....93 2....93 3....93 4....94 5....94 6.

3 iii

4 60% CRSPCOMPUSTAT A. B. C. D. A. B

5 C. CSMAR CRSPCOMPUSTAT Bloomberg - 2 -

6 CSMAR 系列研究数据库二 CSMAR 系列研究数据库 CSMAR 系列研究数据库由中国股票市场研究系列中国公司研究系列中国基金市场研究系列中国债券市场研究系列中国衍生产品研究系列中国高频研究系列中国经济研究系列中国行业研究系列中国货币市场系列海外研究系列和专题研究系列十一个部分构成 -第 3 页-

7 . 1. CRSP % % CRSP

032128 0.032128 22511.079690 22228.041996 000002 20080701 8.46-0.061044-0.061044 637.913888 511.676830 000002 20080630 9.01-0.003319-0.003319 679.386348 544.

8 A A A A A B B B B B A / A B A = 03000= ( ) -5 -

007787 20080701 B -0.015192-0.015192-0.015397-0.015397-0.016999-0.016999 20080630 B 0.001561 0.001561 0.002862 0.002862 0.003285 0.003285 20080627 B -0.048999-0.048999-0.042280-0.042280-0.045745-0.

9 -6 - AB AB () A B H

10 A/B A/B ( ) ( ) 6 A/B A/B ( ) ( ) 6 A/B A/B ( ) ( ) 6 A/B A/B ( ) ( ) 6 A B A/B ( ) ( ) 6 A B A/B ( / ) ( ) 6-7 -

11 A B A/B ( / ) ( ) 6 A B A/B ( / ) ( ) 6 A B A B A B A B A A

12 A A

13 (A B ) A B B A B B 10 (A B ) A B B A B B A B B A B B A B B 1~19 1~

1991 04 04 000019 20080701 601998 1 000019 20080701 601899 1 000019

14 = 2= A A PT A ( ) ST A A ST A AB A B H

1988-12-22 1990-12-10 1990-03-03 000006 A 000007 A 1989-05-25 1992-04-27 1989-08-01 1989-01-12 1992-04-13 1988-12-01 000008 ST

15 5. B B () (%) () (%) () (%) () A -12 -

16 A A A B A B

17 7. STSSTPT*STS*ST AB A B H A B A B

18 . 1. (Compustat) B A A A A A A= B= -15 -

29 000006 2004-06-30 A 507746220.38 3164899976.72 178882760.83 524696252.07 4105003944.29 600089 2007-03-31 A 1128151840.

19 A A A A A A A A

86 591657891.15 2545538970.01 1 2007 2 000011 1995-12-31 A 2412505351.55 1580972533.91 2453074544.68 90830948.98 600089 2003-06-30 A 1849334065.57 1212261296.

20 A A A A A B A B CSMAR G A

84 600030 2007-06-30 A 2855870158.12 6088043904.93 0.00 75901112.24 600619 2007-06-30 A 7640585.

21 CSMAR A B A B

22 / / / = 2= 3= 4= 1= 2= 3= A B A B

23 , CNY CNY CNY A , CNY CNY CNY A , CNY CNY CNY A A B A B B -20 -

24 a b a b A A A A A A A A A A A= B= a b 2 a b 2 A B A B

25 6. A A A , A 5 // > 15% 5 ~ % ± 5% -5 ~ -15% < -15% -22 -

26 6 / % 5%15% 5% 5% 5% % 6-10%---10% 6 10% N/A A A A B % % -23 -

27 / () () () () () () () A A A B (%) () () (%) (%) (%) (%) (%) () () A= B= A B 9. A B A B

28 8. A / %

29 CSMAR / / / / / / / / / / / / / / / / / / A B A B A A

30 TI CA CA= SD= TI= A B A B / / ,

31 , *ST ,2003, , ,2001, 2002,2003, *ST (2002), (2003), (2004) (2000), (2001), (2002), (2003), (2004)

32 / / / / / / / A B A B IRRC

33 N NA, N N N N N N N = = = CEO A B,C=,D= E F G H I= J K L= M N AN 1 2-9= 1= 2= -9666=

34 NULL 1 3 1= 2= 1= 2= 1= = = 12= NULL = = :1= 2= 3= -9666= /

35 , ,,, ,, 1= 2= 3= 4= 5= 6= = 1&5&7 1= 2= 3= 4= N/A /

36 = 2= 3= 4= 5= 6= 7= 8= 9= -9= 1= 2= 0= -9= 1= 2= 0= -9= A % ( ) A A A A A A A A A A A A A A A A A A -33 -

37 CSMAR

38 A B A B CSMAR

39 19 ABH Z S H 12 Z S H A B A B

40 MA 2006 (%) B B I A C A A: B: C: D: E: F: G: H: I: J: K: L: M: -37 -

41 (%) (%) A B B I C A (%) -38 -

42 ( ) / / / / / / / /, A B A B

43 14. / / = 2= ; 1= 2= 3= -9 01= 02= 03= 04= 05= 06= 07= 08= -40 -

44 09= 10= 13= 15= 17= 18= 19= 20= 21= 9= 01= 02= 03= 04= 05= 06= 07= 08= 09= 10= 11= 12= - / / / A A / / -41 -

45 CSMAR A B A B

46 / % A

47 B A

49 = 2=, 1= 0= N/A N/A A A WTO

50 (%) (%) (%) (%) (%) YZC NYSE USD SNP NYSE USD SHI NYSE USD WCC AIM USD SOLA AIM CNY SOHU NASDAQ USD SPRD NASDAQ USD SINA NASDAQ CNY SG1S SGX CNY SG1Q SGX SGD SG1O SESDAQ SGD HKEX HKD HKEX CNY NYSE= AIM= NASDAQ= SGX= SEADAQ=, HKEX= USD= CNY= SGD= HKD= / /

52 CRSP Thomson Financial = 2=

53 (%) % % % % %

54 / / ; ; ; ; / ; / / / ; / ; / / / /

55 / / / / ; 11 ; 1 /3 /6 /1 /3 /5 / / / / / / / / / / / ; / / ; / / ; / / / ; / / / / ; / / / ; / / ; / / / / ; / / ;

56 / / ; / / / / ; ; / / ; / / / ; ; ; / / / / ; / / ; CRSP Thomson Financial

57 ,,,,,, = 2= % A A

58 LOFETF % % / ; / / ; / / ; / ; ; / / ; / / / / ; / /

59 / / / / ; / / / / / ; ; ; ; / ; 1 /3 /6 /1 /3 /5 / / / / / / / / / ; ; / / / ; LOF,ETF / / / / / / / ; LOFETF / / / / / LOFETF / / / / / / / / / / / / ; ; / / ; ;

60 / / / ; % 60 ()-90 % 90 ()-180 % 180 ()-397 () 30 % 30 ()-60 % 180 ()-397 () 397 % ; % % % ; % ; / ; / / / / / / / / / / ; / / / / / /

61 Sharp CL CL Beta Alpha Sharp CL CL Beta Alpha ; / / ; ; ; ; / ; ;

62 Sharp -Alpha Beta CL CL 40 Sharp -Alpha Beta CL CL 40 Sharp -Alpha Beta CL CL 40 Sharp -Alpha Beta CL CL 40 Sharp -Alpha Beta CL CL 40 Sharp -Alpha Beta CL CL 40 Sharp -Alpha Beta CL CL 40 Sharp -Alpha Beta CL CL

63 G = 2= 01= 02= 03= 04= 05= Χ Χ Χ Χ Χ Χ Χ Χ Χ

64 Χ / / / /

65 / / / / / / / / / / / / / / / / / / / / / / / / / / / /

67 SR903 CZCE SR903 CZCE SR903 CZCE SR903 CZCE SR903 CZCE SR903 CZCE SR903 CZCE SR903 CZCE SR903 CZCE C/A / SM 1-1/ / Giza /

68 2 1-3/ / MID 1-3/ SJV / SM 1-1/ / / / / / / / CFTC CBOT

69 Delta Theta Delta Gramma Vega/Kappa Theta Rho Delta Gamma Vega Theta Rho

70 / B Delta Gamma Vega Theta Rho

71 . 1. TAQ B S S S B

73 . EXCELDBFTXT SAS SPSS

74 / / / ( ) / / / / / / / / / /

75 / / CEIC / / /

76 / / / / / / /

77 / / / / /

78 GDP GDP GDP

79 / SITC /

81 / / / / / /

85 / /

86 /

88 The London Gold Market Fixing Ltd

89 3. O/N 1W 2W 1M 3M 6M 9M 1Y

91 4. / /

92 . 1. A H SSAP IAS US GAAP Company Ordinance, Listing Rules H ; ;

96 β

97 A B A B

98 ,,,,,,,,

99 ,, A B H

100 β β 1990 βσ

101 CSMAR.CSMAR CSMAR C.S. CSMAR SQL SERVER 2000 ADO.NET Internet

102 DBFTXTXLSCSV. TAQ / GTA /. CDS 1990 CDS CDS

103 CDS CDS ACCESS CDS

104 SASSPSS CSMAR 2 1 GTA ValueLine 2 K 6 10 Beta

105 CSMAR SASSPSS K 6 10 Beta

106

107 A A

108

109 TXTEXCELDBF

110 2 3. Internet IE

111

112 1 2 3.txt

113

114 PDF T1 T2

115 and or andor T1 T2or T3 *.txt *.csv *.xls *.dbf

116 .zip

117 . CSMAR. CSMAR

118 4 SURVEY service@gtadata.com gta@gtadata.com E-maiFTP INTERNET 6 CSMAR

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