Stock Price and Trading Volume EffectsAssociated with Changes in the TSEC Taiwan 50 Index :Evidence fromTaiwanese Firms Added to and Deleted from the Indices
碩士 === 國立中正大學 === 企業管理所 === 95 === Previous studies on stock index composition changes found positive (negative) abnormal returns for additions (deletions) on the change-day (Goetzmann and Garry, 1986; Harris and Gruel, 1986; Shleifer, 1986; Dhillon and Johnson, 1991; Lynch and Mendenhall, 1997)TSEC...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/62977272713588762679 |