DO ANALYSTS KNOW MORE ABOUT SEOs? EMPIRICAL EVIDENCE FROM JAPAN

碩士 === 國立中興大學 === 財務金融學系 === 93 === Abstract Several previous empirical studies have examined the announcement effects of the seasoned equity offerings on stock returns and analysts’ forecasts in the US. These empirical studies show that the abnormal stock returns are negative and the abnormal anal...

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Bibliographic Details
Main Authors: LO MING-CHENG, 羅敏城
Other Authors: YANG SHENG-YUNG
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/23707671400046711771