Study on efficiency for changing S&P 500 index component stocks
碩士 === 淡江大學 === 財務金融學系碩士班 === 98 === The paper mainly studies the efficiency on market by the sampling the addition and deletion of S&P 500 index components arrounding pre-/post-announcement day. We use the runs test and the first-order autocorrelation test to check the randomness and predictabl...
| 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/07894021434357446257 |