An Examination on the Ex-Dividend Date Investment Behavior of Foreign Institutions: The Case of Taiwan Stock Market.
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 100 === This study mainly examines the investment behavior of foreign institutions on ex-dividend dates in Taiwan stock exchange during the period, 2007-2011. An arbitrage boundary model and a regression model are employed in analyzing the investment strategies of fo...
Main Authors: | Wei-zhi Hung, 洪瑋志 |
---|---|
Other Authors: | Jin-Sheng Huang |
Format: | Others |
Language: | zh-TW |
Published: |
2012
|
Online Access: | http://ndltd.ncl.edu.tw/handle/61912434946536976716 |
Similar Items
-
A Re-examination of the Ex-date Stock Price Adjustment to Stock Dividends: Observation from Taiwan
by: Chung, Shu-June, et al.
Published: (1998) -
Abnormal returns of ex-date for stock dividends (<25%) in Taiwan
by: ZHOU,XIANG-YUN, et al.
Published: (1990) -
The Determinants of Price Behavior after Ex-Right/Dividend Dates in Taiwan Stock Market
by: Xiao-Li Kong, et al.
Published: (2018) -
A Study on Investment Returns of Ex-right and Ex-dividend Stocks: An Example of the Taiwan Market
by: Yen-ChunWang, et al.
Published: (2013) -
Tax-Induced Stock Prices around Ex-dividend Date-Evidence from the ADR Market
by: 洪釹茵
Published: (2006)