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...

Full description

Bibliographic Details
Main Authors:	Cheng,Chia-Ta, 鄭家達
Other Authors:	廖世仁
Format:	Others
Language:	zh-TW
Published:	2011
Online Access:	http://ndltd.ncl.edu.tw/handle/22885347221270473849

id	ndltd-TW-099STU05218045
record_format	oai_dc
spelling	ndltd-TW-099STU052180452015-10-13T20:18:52Z http://ndltd.ncl.edu.tw/handle/22885347221270473849 The Influence to Stock Return of Specific Industry on the Announcement Date of MOU- An Event Study 事件研究法-兩岸金融監理備忘錄日宣告事件對特定產業股價影響之研究 Cheng,Chia-Ta 鄭家達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 . 廖世仁 2011 學位論文 ; thesis 35 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	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 .
author2	廖世仁
author_facet	廖世仁 Cheng,Chia-Ta 鄭家達
author	Cheng,Chia-Ta 鄭家達
spellingShingle	Cheng,Chia-Ta 鄭家達 The Influence to Stock Return of Specific Industry on the Announcement Date of MOU- An Event Study
author_sort	Cheng,Chia-Ta
title	The Influence to Stock Return of Specific Industry on the Announcement Date of MOU- An Event Study
title_short	The Influence to Stock Return of Specific Industry on the Announcement Date of MOU- An Event Study
title_full	The Influence to Stock Return of Specific Industry on the Announcement Date of MOU- An Event Study
title_fullStr	The Influence to Stock Return of Specific Industry on the Announcement Date of MOU- An Event Study
title_full_unstemmed	The Influence to Stock Return of Specific Industry on the Announcement Date of MOU- An Event Study
title_sort	influence to stock return of specific industry on the announcement date of mou- an event study
publishDate	2011
url	http://ndltd.ncl.edu.tw/handle/22885347221270473849
work_keys_str_mv	AT chengchiata theinfluencetostockreturnofspecificindustryontheannouncementdateofmouaneventstudy AT zhèngjiādá theinfluencetostockreturnofspecificindustryontheannouncementdateofmouaneventstudy AT chengchiata shìjiànyánjiūfǎliǎngànjīnróngjiānlǐbèiwànglùrìxuāngàoshìjiànduìtèdìngchǎnyègǔjiàyǐngxiǎngzhīyánjiū AT zhèngjiādá shìjiànyánjiūfǎliǎngànjīnróngjiānlǐbèiwànglùrìxuāngàoshìjiànduìtèdìngchǎnyègǔjiàyǐngxiǎngzhīyánjiū AT chengchiata influencetostockreturnofspecificindustryontheannouncementdateofmouaneventstudy AT zhèngjiādá influencetostockreturnofspecificindustryontheannouncementdateofmouaneventstudy
_version_	1718046095466037248

The Influence to Stock Return of Specific Industry on the Announcement Date of MOU- An Event Study

Similar Items