A Study of Stock Chip and Share Price for Major Shareholders - The Case of Networking Product Companies
碩士 === 國立交通大學 === 管理學院管理科學學程 === 100 === This research studied the stocks of networking product companies in Taiwan stock market and analyzed historical data provided by Taiwan Depository & Clearing Corporation and Taiwan Economic Journal from 2010 to 2011. We used the event study method to inve...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/14452750769569316613 |
| Summary: | 碩士 === 國立交通大學 === 管理學院管理科學學程 === 100 === This research studied the stocks of networking product companies in Taiwan stock market and analyzed historical data provided by Taiwan Depository & Clearing Corporation and Taiwan Economic Journal from 2010 to 2011. We used the event study method to investigate if a change in stock chip of major shareholders will result in abnormal returns and examine the relationship between them. We tried to find out the rules regarding abnormal returns that provide investors for reference.
The results of this research are shown as below: 1. A significant change in stock chip of major shareholders will result in abnormal returns. 2. Among the five different classes of major shareholder, only the third and the fifth classes' share movement have positive relationship with cumulative abnormal returns. Investors may earn more profits by using this finding.
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