A Study on the Relationship between Announcement Effects and Abnormal Stock Returns:Evidence from the Stock Market in Taiwan

碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 99 === This thesis discusses whether policy announcement of Cross-strait economic causes abnormal returns on the Taiwan stock market. It collects daily data of Taiwan stock price that correlates with policy between Aug 2007 and Sep 2010 and uses market model of eve...

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Bibliographic Details
Main Authors: Chen-Hao Huang, 黃宸浩
Other Authors: Fen-Ying Chen
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/23654367867083659322