An Analysis of the Holiday Effect on Restaurant Stock Prices, Abnormal Returns, and Volatility in Taiwan
碩士 === 國立交通大學 === 經營管理研究所 === 102 === This study focused on the existence of Holiday Effect in Taiwan restaurant industry. We use GARCH model added with a dummy variable which stands for holiday event, in order to examine the abnormal returns and volatility before and after holiday. Our major empir...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/50068506786821138743 |