The effects of additions and deletions on foreign ownership and local market: evidence from MSCI Taiwan index

碩士 === 國立中央大學 === 財務金融研究所 === 98 === This study investigates the reaction of the Taiwan stock market to a change in the constituents of the MSCI Taiwan Index. Empirical results suggest that the abnormal returns are significantly positive for added stocks and significantly negative for deleted stocks...

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Bibliographic Details
Main Authors: Yi-jie Wu, 巫怡潔
Other Authors: Cheng-Yi Shiu
Format: Others
Language:en_US
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/53293798507407591533

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