Testing the Information Content of Stock Prices during Common Stock Repurchases: Evidence from Taiwan Stock Market

碩士 === 逢甲大學 === 企業管理所 === 90 === This study explores the information content of stock prices during stock repurchase announcements and related factors that affect announcements for the Taiwan Security Market. Market model and GARCH model are used to obtain abnormal returns (AR) and cumulative abnor...

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Bibliographic Details
Main Authors: Hsiang-Tai Yu, 游祥泰
Other Authors: Tung-Liang Liao
Format: Others
Language:zh-TW
Published: 2002
Online Access:http://ndltd.ncl.edu.tw/handle/xsx9fr