Testing the Information Content of Stock Prices during Common Stock Repurchases: Evidence from Taiwan Stock Market
碩士 === 逢甲大學 === 企業管理所 === 90 === This study explores the information content of stock prices during stock repurchase announcements and related factors that affect announcements for the Taiwan Security Market. Market model and GARCH model are used to obtain abnormal returns (AR) and cumulative abnor...
Main Authors: | Hsiang-Tai Yu, 游祥泰 |
---|---|
Other Authors: | Tung-Liang Liao |
Format: | Others |
Language: | zh-TW |
Published: |
2002
|
Online Access: | http://ndltd.ncl.edu.tw/handle/xsx9fr |
Similar Items
-
The motives and information content of stock repurchases
by: Yi-Hsiang Liu, et al.
Published: (2002) -
The Study of Treasury Stock Repurchases and Asymmetric Information-Evidence from Taiwan Stock Market
by: LIU, CHIH-YEN, et al.
Published: (2017) -
An analysis of Stock Repurchase Announcement effectson Taiwan’s Financial Stock Market
by: Yu, Jung-Hsien, et al.
Published: (2015) -
The Impact of Stock Repurchase Announcement on Stock Prices �{ Evidence from Listed Companies in Taiwan
by: CHEN-YI TSENG, et al.
Published: (2007) -
The dividend information content and stock price variation in Taiwan stock market
by: 尤序宣
Published: (1992)