The Analysis of Co-movement and Liquidity-Evidence in Adjustment of MSCI Taiwan Index
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 98 === The paper mainly examines the influence of adding and deleting stocks about MSCI Taiwan Index. By using Barberis (2005) and Vijh’s (1994) methods, we find that the beta co-movement among those component stocks .We also used Dimson’s beta to distinguish the habi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/12442238371908835880 |