The News Effect and Asset Pricing in the Taiwan Stock Market
碩士 === 國立高雄第一科技大學 === 金融研究所 === 101 === This study investigates the relationship between the news effect and the abnormal returns. Content analysis is applied to quantify the public news related to the listed stocks in the Taiwan Stock Market. By referring to Demers and Vega (2011), this study const...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/10056063404713056392 |