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研究生:黃富��
研究生(外文):Huang, Fu-Shiou
論文名稱:台灣地區摩根指數選樣股異常報酬之研究
論文名稱(外文):An Emperical Stanly of Abnormal Returns of Selected of EMF in Taiwan.
指導教授:謝明瑞謝明瑞引用關係
指導教授(外文):Hsieh Ming-Jui
學位類別:碩士
校院名稱:淡江大學
系所名稱:財務金融學系
學門:商業及管理學門
學類:財務金融學類
論文種類:學術論文
畢業學年度:85
語文別:中文
論文頁數:120
中文關鍵詞:摩根指數摩根史坦利資本國際公司新興市場自由指數資訊內涵累積平均殘差摩根效應
外文關鍵詞:Morgan IndexMSCIEMF Indexinformation contentCARMorgan Effect
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Developing Taiwan into Asia-Pacific Regional Operations Cernter
as well as following the world trend of financial liberalization
and internationalization,government have liberalized the
regulation of foreign capital investment gradually.

The ROC' SEC announced that Taiwan stock index would be included
in EMF index which is prepored by MSCI On Aprial
2,1996,According to the experience of Asia countries,the stock
Market appeared appavent changes while entering into EMF index,
Shether the same situation happens in Taiwan or not is a metter
for discussion.The empirical study is conducted on a sample of
78 firms selected by MSCI from December,1995 to July,1996 in the
Taiwan Stook Exchange first of all this paper discusses about
the impacted of announcement by SEC then devided them into some
different portfolio according to capital, holding rate. of.
foreign institution investor, variable volume, Nariable ratio
and information factor . Each purtfolio used CAR,AR methods to
observe changes of stock price and the difference during study
period. The purpose of th

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