Investors’Order Submission around the Stock Alerting Events in the Taiwan Stock Market
碩士 === 國立東華大學 === 國際經濟研究所 === 94 === Applying daily and intraday data, this paper studies abnormal return and investor’s order strategies around the stock alerting events in the Taiwan stock market. We find that, first, the alerted stocks have positive abnormal returns around announcements, but pric...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/39032603624336377320 |