The Relation between the Announcement Effect of the Trading Halt and Financial Ratios
碩士 === 國立臺中科技大學 === 財務金融研究所碩士班 === 106 === This study explores the relationship between the announcement effects of a trading halt and financial ratios. The sample period is from January 16, 2016 to May 31, 2018. Event study is adopted to measure abnormal and cumulative abnormal return (AR and CAR)...
Main Authors: | Chia-Hsiang Chang, 張家祥 |
---|---|
Other Authors: | 陳秀桂 |
Format: | Others |
Language: | zh-TW |
Published: |
2018
|
Online Access: | http://ndltd.ncl.edu.tw/handle/487vj2 |
Similar Items
-
The Relation between the Announcement Effect of the Trading Halt and Corporate Governance
by: Ming-Che Lin, et al.
Published: (2018) -
The Announcement Effects of Trading Halts for Taiwan, Shanghai and Shenzhen Stock Markets
by: WANG, TZU-YI, et al.
Published: (2017) -
The Effects of Trading Halts on Taiwan Stock Market
by: Peng, Fan-Ling, et al.
Published: (2018) -
Trading halts and the speed of adjustment of the market /
by: Fong, Wai-Ming
Published: (1993) -
Trading halts and the speed of adjustment of the market
by: Fong, Wai-Ming
Published: (1993)