The Influence to Stock Return of Specific Industry on the Announcement Date of MOU- An Event Study
碩士 === 樹德科技大學 === 金融與風險管理系碩士班 === 99 === This study is using OLS market model of Event study to analyze whether the cross-strait financial MOU(Memorandum of Understanding) event has information content on financial index and plastics petrochemical index in Taiwan stock market . The stock market data...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/22885347221270473849 |
| Summary: | 碩士 === 樹德科技大學 === 金融與風險管理系碩士班 === 99 === This study is using OLS market model of Event study to analyze whether the cross-strait financial MOU(Memorandum of Understanding) event has information content on financial index and plastics petrochemical index in Taiwan stock market .
The stock market data used in this study are extracted from the database of Taiwan Economic Journal and are those 30 days before and after the signing of the financial MOU . The empirical results indicate cross-strait , the cross-strait financial MOU declared has information content on financial stocks , but not on plastics petrochemical index .
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