The Information Effect of Announcement of MSCI Taiwan Index Components

碩士 === 淡江大學 === 管理科學研究所企業經營碩士在職專班 === 98 === The research will aim MSCI at the Component Stocks added to or deleted in variation of price and volume effects. Also in actual market concept, using daily data to aim MSCI new and rejecting Component Stocks open-to-close data on next day, confer about pr...

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Bibliographic Details
Main Authors: YI -YU Chen, 陳怡瑜
Other Authors: Zhong-Zhu Zhuang
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/50089928659519219563