选股时为什么剔除金融类股票？

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  看到很多文献，在对股票收益进行回归分析时，选取的样本通常剔除掉金融类股票，为什么要这样做呢？会对分析的结果有何影响？

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关键词：金融类 股票收益 回归分析 金融类

Do you mean treasury stock?

If so,
the reason is according to GAAP,
the entity won't count any gain for that.

It is just a rule.
I hope this helps.

cpamodeler 发表于 2014-10-10 20:23
Do you mean treasury stock?

If so,

中国各上市银行的股票应该不属于库存股吧，但是我看到很多文献在研究时也将该类金融股删除！

cpamodeler 发表于 2014-10-10 20:23
Do you mean treasury stock?

If so,

中国各上市银行的股票应该不属于库存股吧，但是我看到很多文献在研究时也将该类金融股删除！

cpamodeler 发表于 2014-10-10 20:23
Do you mean treasury stock?

If so,

it doesn't mean treasury stock but the companies in the industry of finance
From my perspective, the definition for many accounts of financial companies that are so different from others, the assets and liabilities are mainly intangible, causing different profit earning channels and methods. It's better to talk about the issue for these companies and those in other business segments separately when doing research.
Hopefully that can help.