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Stock market event is an important source of information for investment decision, and it is of practical significance to quantify the event and predict the fluctuation range of future return under such event. Most researchers study stock market events horizontally, that is, to study the impact of a current event on the stock price of a certain sector or industry, while the paper attempts to study vertically the impact of a certain event of a single listed company on the return. Based on the internal relations between public announcement and stock yield of listed companies, the paper deduced the daily yield prediction model of event window by VAR(p) to exclude subjective “estimation” in the past and verifies the feasibility of the model.

Prediction and Empirical Study of Stock Yield Volatility Based on Event Study