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...

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Bibliographic Details
Main Authors: Bo-syun Peng, 彭柏勳
Other Authors: Cheng-yi Shiu
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/65594728758115922300