The Impact of Unemployment Surprise on Stock Returns and Volatilities – Why Bad News is Usually Good for Stock Market

碩士 === 朝陽科技大學 === 財務金融系碩士班 === 94 === Based on the different state of business cycle, this study investigated the impacts of unemployment surprises releases upon stock returns and stock return volatilities in the Taiwan Stock Weighted Index. In order to catch the unexpected news of unemployment, fro...

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Bibliographic Details
Main Authors: Hsin-yun Lin, 林昕昀
Other Authors: Jian-fa Li
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/77539948168483037218