On the Valuation Effect in Ex-Dividend Day Anomalies: Evidence from Taiwan Stock Market

碩士 === 國立臺灣大學 === 國際企業學研究所 === 104 === For the past 60 years, the majority of literature has documented that there are ex-dividend day anomalies in many equity markets, and the cause of the anomalies has been of primary interest to scholars in the financial field. This study examines whether there...

Full description

Bibliographic Details
Main Authors: Li-Yao Tseng, 曾澧堯
Other Authors: 黃志典
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/t5m322