Abstract
Taiwan's stock market have always been ex-dividend Performance , in essence, to participate in ex-dividend will not increase wealth, but investors are usually regarded as dividends paid by companies operating in the future of the expected. Ex-dividend will to come into notice of investor. We collection from 1999 to 2007, total of nine-year period. The ex-dividend day stock prices analysis in Taiwan 50 index stocks. We use market model of Event Study, and respectively studies by OLSÂĦBGARCH and SUR model, it's estimated that the abnormal return (AR), this paper to discuss ex-dividend performance of the Taiwan50 index stocks. We to join may cause abnormal return of variables to Panel data regression analysis model, the certification may cause abnormal return of factors.
| Identifer | oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0728108-161214 |
| Date | 28 July 2008 |
| Creators | YAO, YI-HSIN |
| Contributors | Weng ming chang, Wang chun chieh, Tseng hsien lang |
| Publisher | NSYSU |
| Source Sets | NSYSU Electronic Thesis and Dissertation Archive |
| Language | Cholon |
| Detected Language | English |
| Type | text |
| Format | application/pdf |
| Source | http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728108-161214 |
| Rights | off_campus_withheld, Copyright information available at source archive |
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