The effects of additions and deletions on foreign ownership and local market: evidence from MSCI Taiwan index
碩士 === 國立中央大學 === 財務金融研究所 === 98 === This study investigates the reaction of the Taiwan stock market to a change in the constituents of the MSCI Taiwan Index. Empirical results suggest that the abnormal returns are significantly positive for added stocks and significantly negative for deleted stocks...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/53293798507407591533 |