A study on long-run and short-run stock price behaviors around the announcement of banks selling non-performing loans

碩士 === 亞洲大學 === 財務金融學系碩士班 === 97 === This study examines the short- and long-run stock price reactions to non-performing loan (NPL) sales for Taiwan’s banks based on both efficiency hypothesis and agency problem. This study uses event study methods to estimate short- and long-run abnormal returns (A...

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Bibliographic Details
Main Authors: Bing-Yuan Tsai, 蔡秉原
Other Authors: Yong-Chin Liu
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/26623352612485871105