Contagion and Competitive Effects to Changes of the Constituents in the International Stock Index： Evidence from Additions to and Deletions from MSCI in Taiwan
碩士 === 國立中興大學 === 財務金融系所 === 99 === This paper focus on the effects to changes of the Constituents in MSCI Taiwan Index. We separate industry into two different sectors to examine the effects of intra-industry in announcement and effective day. Then we use the method of simple regression and multipl...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/72ger7 |