The Effect of Economic Forecasting on Industrial Index Returns in Taiwan: an Event Study Approach
碩士 === 國立交通大學 === 經營管理研究所 === 100 === This study uses the event study approach to analyze the effect of economic forecasting on industrial index returns in Taiwan. Based on the GARCH model, we include two dummy variables. One is in the mean equation to capture the abnormal return, and another is i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/59383551327499165700 |