An Empirical Study on Short-Term Reaction to Extreme Market Variation in Taiwan

碩士 === 臺灣大學 === 農業經濟學研究所 === 98 === If investors overreact or underreact to the news, they will be able to use the property to construct investment strategies to earn excess return. This paper applied event study to analyze whether the stock return generated significant abnormal returns. The evidenc...

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Bibliographic Details
Main Authors: Pei-Hsi Han, 韓佩希
Other Authors: 雷立芬
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/46832640219159548364