A Study on the Relationship between the InformationDisclosure and Transparency Ranking System and Stock Prices
碩士 === 國立高雄第一科技大學 === 金融營運所 === 96 === Abstract This thesis investigates the impact of the implementation of SFAS No. 35 on the stock market. The thesis uses the GARCH model to estimate the coefficients of the market model and uses the event study method to investigate: (1) abnormal returns around t...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2008
|
Online Access: | http://ndltd.ncl.edu.tw/handle/jgkz9q |