The Analysis of Information Uncertainty and News Reaction in Taiwan Stock Market

碩士 === 銘傳大學 === 財務金融學系碩士班 === 96 === According to some literature, short-term stock price continuation phenomenon is attributed to investor underreaction to new information. The concept of Zhang (2006) is applied to this study. The sample data include stocks in Taiwan Stock Market. The sample perio...

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Bibliographic Details
Main Authors: Chi-Nien Chuang, 莊濟年
Other Authors: Teng-Tsai Tu
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/4v8x9g