The price and volume effects of Taiwan 50 index revisions

碩士 === 國立政治大學 === 國際經營與貿易研究所 === 96 === We study the price and volume effects following the Taiwan 50 Index revisions. Since the decision to include (exclude) a stock in (from) the index is based merely on market capitalization, it provides a unique opportunity to test the efficient market hypothesi...

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Bibliographic Details
Main Author: 紀嘉瑜
Other Authors: 林信助
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/62309530811591470213