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研究生:倪桑雅
研究生(外文):NISANART SIRISONYALUK
論文名稱:泰國男孩洞穴救援事件對泰國上市公司股票的股價反應: 事件研究
論文名稱(外文):Company Stock Price Reactions to Thai Boys Cave Rescue: An Event Study
指導教授:林麗嬌林麗嬌引用關係侯國隆侯國隆引用關係
指導教授(外文):LIN, LI-CHIAOHOU, KUO-LUNG
口試委員:黃勇富林麗嬌侯國隆
口試委員(外文):HUANG, YUNG-FULIN, LI-CHIAOHOU, KUO-LUNG
口試日期:2019-06-28
學位類別:碩士
校院名稱:國立勤益科技大學
系所名稱:企業管理系
學門:商業及管理學門
學類:企業管理學類
論文種類:學術論文
論文出版年:2019
畢業學年度:107
語文別:英文
論文頁數:88
中文關鍵詞:事件研究法股票价格泰國男孩洞穴救援
外文關鍵詞:Event studyStock priceThai boys cave rescue
相關次數:
  • 被引用被引用:1
  • 點閱點閱:206
  • 評分評分:
  • 下載下載:3
  • 收藏至我的研究室書目清單書目收藏:1
在當今世界,重要事件的發生對股票市場產生了巨大影響。泰國在過去幾年裡有件最令人難忘的事故,在泰國清萊市的少年足球隊「野豬隊」(Moo Pa)12名少年和教練,因睡美人洞Tham Luang遭暴雨灌入而受困洞內。為尋找失蹤的13人,在兩週的時間裡,來自世界各地的數百名志願者投入救援,其中不乏軍警人員、潛水專家、醫療人員、工程公司、救難團隊等,來到救援工作中協助或提供援助。本研究目的是分析泰國證券交易所八個產業的異常收益(AR)和累積異常收益(CAR),這些產業與2018年泰國男孩洞穴救援有關。本研究重點是泰國男孩洞穴的救援活動前後期對股市價格的影響。結果表明,泰國男孩洞穴救援對某些行業有影響,以及泰國男孩洞穴救援前後對泰國各產業股票的異常收益實際上並沒有差異
In the world today, the occurrence of important events has a huge- or a small impact on the stock market. While during the last years Thai’s people have been the best a memorable event that is the Thai boys cave rescue at the Tham Luang cave in Thailand’s Chiang Rai province. The purposes are to analyze abnormal return (AR) and cumulative abnormal return (CAR) for eight sectors of this paper on stock exchange of Thailand, in relation to the Thai boy cave rescue in 2018. This study focuses on the periods between prior event -5 occurred days to post event +5 occurred days. These results show there are the effects of Thai boys cave rescue on some industries and there is no actual difference of stocks’ abnormal return before and after the Thai boys cave rescue on Thai industries.
Chinese Abstract i
English Abstract ii
Acknowledgment iii
Table of Contents iv
List of Tables v
List of Figures vi
Chapter1 Introduction 1
1.1 Background of Thai boys cave rescues 1
1.2 statement of the problem 2
1.3 Objective of the study 4
1.4 Organization of the study 4
Chapter2 Literature Review 5
2.1 Thai Boys Cave Rescue News 5
2.2 Event Study Methodology 8
2.3 Related Research 8
Chapter3 Methodology 15
3.1 Research data collection 15
3.2 Research methodology 18
Chapter4 Result and Analysis 21
Chapter5 Conclusion 46
5.1 Conclusion 46
5.2 Managerial implication 48
5.3 Suggestion 49
References 50
Appendix I 53
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