Stock Price and Trading Volume and Liquidity Effects Associated with Changes in the MSCI Free Indices
碩士 === 輔仁大學 === 管理學研究所 === 90 === In this study we analyze price and volume data for Taiwan listed firms that added into and deleted form the MSCI free indices since May 1999. For additions we found a positive abnormal return of 3.9% over the period starting the day of announcement and ending the da...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/10545424523706484751 |