A Study of the Effect Created by an Announcement of Constituent Stock Adjustment-Using Taiwan 50 as an example
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 104 === Based on the discovery of many domestic and foreign scholars that the constituent stocks of an index usually encounter abnormal returns when news about a reorganization of index is released, this research discusses whether constituent stocks have a signal eff...
| 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/x4398f |