The effect on stock returns of inclusion in or exclusion from the Taiwan 50 index and Taiwan mid-cap 100 index

碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 104 === This study aims to investigate the effects on stock prices of added or removed component stocks in Taiwan 50 Index and Taiwan Mid-Cap 100 Index. Event Study Method is used in analyzing the average (cumulative) abnormal returns of added or removed component st...

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Bibliographic Details
Main Authors: Chih-Ching Lee, 李智清
Other Authors: Kuang- Ping Ku
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/60202747149790385994