The Prediction of Deletion of MSCI Taiwan Index
碩士 === 國立中央大學 === 財務金融學系 === 104 === The previous studies all pointed out that the deleted stocks would have significant negative abnormal returns after the reconstitution of the announcement of MSCI Indices. Stocks deleted from MSCI Taiwan Index gaped down at open price, which is very hard to earn...
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/65594728758115922300 |