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1“... of MSCI Taiwan Index. According to our results, analyst forecasts are good sources for us to estimate...”
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2“... would have significant negative abnormal returns after the reconstitution of the announcement of MSCI...”
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4“... applied to ishare MSCI World ETF by the method of Dachraoui (2018). We keep the volatility to a target...”
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5“... Stock Index，Taiwan Stock Index Futures，MSCI Taiwan Index and MSCI Taiwan Index Futures. Among them...”
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8“...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...”
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9“...) and Barone-Adesi & Whaley(1987) to price the MSCI Taiwan Stock Index futures options. Data...”
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10by Miao,Wen-Chuan, 繆文娟“...碩士 === 國立政治大學 === 財務管理學系 === 87 === This paper is induced by the serious mispricing of MSCI Taiwan...”
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12“.... In the empirical evidence, I find that the ESG portfolio does not perform substantially different from the MSCI...”
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14“... MSCI are considered and as already established in the literature, when volume traded is inserted...”
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15“... to find out a more appropriate GARCH method in estimating VaR of MSCI World Index in financial crisis. We...”
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17“... behavior for Taiwan listed firms that added into and deleted from the MSCI free indices since May 1999. We...”
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18“... of MSCI Taiwan gross return index with certain international stock indexes (i.e. Brazil, Russia, India...”
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19“... stocks that were in the MSCI USA Index at any time between 2002-2016.For any given month we use the last...”
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20“...碩士 === 淡江大學 === 財務金融學系碩士班 === 95 === This thesis investigates whether the index effect of MSCI...”
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