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    請使用永久網址來引用或連結此文件: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/64883

    題名: Electoral information in developed stock market: testing conditional heteroscedasticity in the market model
    作者: Chuang, Chung-Chu;Wang, Yi-hsien
    貢獻者: 淡江大學經營決策學系
    日期: 2010-04
    上傳時間: 2013-05-31 11:36:06 (UTC+8)
    出版者: Abingdon: Routledge
    摘要: This investigates the influence of major electoral information on abnormal returns around the announcement date in the developed stock market and examines whether these explanatory variables are associated with observed cumulative abnormal returns using a regression analysis. The analytical results demonstrate that average abnormal returns are significantly negative before the date of the announcement of the results of a general election, on days −6 and −3, and after that announcement date, on days +4, +6 and +10. This phenomenon can be attributed to hedging activity of the investors to reduce risk.
    關聯: Applied Economics 42(9), pp.1125-1131
    DOI: 10.1080/00036840701721117
    顯示於類別:[管理科學學系暨研究所] 期刊論文


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