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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/105056

    Title: 兩岸重大經貿事件對台灣金融類股股價之影響
    Other Titles: The impact of cross-strait economic issue on stock price of financial institution in Taiwan
    Authors: 田育任;Tien, Yu-Ren
    Contributors: 淡江大學財務金融學系碩士在職專班
    顧廣平;Ku, Kuang-Ping
    Keywords: 兩岸經貿事件;事件研究法;異常報酬;Cross-Strait economic issue;Event studies;Abnormal Returns
    Date: 2015
    Issue Date: 2016-01-22 14:46:43 (UTC+8)
    Abstract: 本研究以2009至2013年台灣之上市、上櫃股票為研究樣本,觀察宣佈兩岸重大經貿事件前後對台灣金融類股的影響,擬選定以兩岸金融監理備忘錄(2009年11月16日)、兩岸經濟合作框架協議(2010年06月29日)、兩岸貨幣清算合作備忘錄(2012年08月31日)及兩岸服務貿易協議(2013年06月21日)之重大經貿事件為事件日,採用事件研究方法來檢視上述重大經貿事件宣告之資訊對台灣金融類股股價是否有關聯性。
    This essay takes Event Study as a reference, and uses Taiwan stock exchange market''s common stock as research sample. This research study data were collected from 2009 to 2013, for 48 months. In order to research the relevance of significant economic and international trade events and financial stock as well as the information impact at the very day, We pick up the events include MOU (2009/11/16), ECFA (2010/06/29), Memorandum on Cross-Strait Currency Clearing Coorperation (2012/08/31), and
    Cross-Strait Service Agreement(2013/06/21).
    The result indicates that important events such as MOU and ECFA did caused impacts to Taiwanese financial stocks, it also existed abnormal returns before the signing date. It is assumed that open information, including major cooperation projects and details, prompted the investors to react in advance.
    On the other hand, the cross-strait agreements may deregulate the restraints of cross-strait financial industry, facilitating the economic development in the future. It is forecasted that investors will be positive to the agreements. However, the research result differs from previous assumption. When the agreements are not beneficial as the investors expected, the stock market show price reversal.
    Appears in Collections:[財務金融學系暨研究所] 學位論文

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