EFFECTS OF SHARE PEPURCHASE ANNOUNCEMENTS ON STOCK LIQUIDITY

碩士 === 開南大學 === 財務金融學系 === 104 === This thesis employs intra-day high frequency trading data, and the liquidity measure of Kang and Yeo (2008), to study how stock repurchase announcement affects trading liquidity for the entire market, individual and foreign institutional investors. The study finds...

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Bibliographic Details
Main Author: 鄭朝文
Other Authors: 孫效孔
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/11313992693432496701