碩士 / 朝陽科技大學 / 財務金融系碩士班 / 101 / In this study, trying to test before the financial tsunami in January 2003 and the end of August 2011 financial tsunami occurred, the listed companies in Taiwan implementation of treasury stock declared effect, in particular to explore electronics stocks and financial shares in treasury stock declared effect whether there are significant differences. The results found that financial stocks only obvious average positive abnormal returns after the tsunami.
Average positive abnormal returns of of electronic stocks or financial stocks are no different industries other significant differences both before and after the tsunami. Financial stocks tsunami There were no net price of large and significant average positive abnormal returns.
| Identifer | oai:union.ndltd.org:TW/101CYUT5304005 |
| Date | January 2013 |
| Creators | Chiu Ai-Tzu, 邱愛慈 |
| Contributors | Jeng-Jii Wang, 王正己 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 68 |
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