A Study of the Impact on MSCI Taiwan Index Market Constituent Stocks Adjusted the Weights to Foreign Shareholding and Abnormal Return
碩士 === 輔仁大學 === 金融與國際企業學系金融碩士在職專班 === 104 === The Thesis mainly discusses whether added and excluded stocks exist the abnormal returns when MSCI Taiwan Index adjusts constituent stocks at the announcement date and the effectivity date. And I add other independent variables like foreign sharehold...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2016
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Online Access: | http://ndltd.ncl.edu.tw/handle/48376244948999384466 |