The Valuation Effect of Stock Addition or Deletion:MSCI Taiwan Index versus Taiwan 50 Index

碩士 === 國立政治大學 === 財務管理研究所 === 95 === The study examines both the price and volume effect of stock additions or deletions on both the MSCI Taiwan index and Taiwan50 index. We document significant abnormal returns of stock additions and deletions for the MSCI Taiwan Index both on the announced period...

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Bibliographic Details
Main Author: 陸姿樺
Other Authors: 徐燕山
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/40111380923833777837