指數成分股調整效應：以摩根臺灣指數為例

Effects of Changes in the Index Composition: Evidence from the MSCI Taiwan Index

劉宇澤(Yu-Tse Liu)

指導教授 ： 謝文良

淡江大學/商學院/財務金融學系碩士班/碩士(2007年)

https://doi.org/10.6846/TKU.2007.01128

摘要

本篇摘要未授權

關鍵字

摩根臺灣指數 ； 指數效應 ； 三大法人

並列摘要

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並列關鍵字

MSCI Taiwan Index ； Index Effect ； Institutional Investors

參考文獻

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3.Beneish, M.D. and Gardner, J.C., Information costs and liquidity effects from changes in the Dow Jones Industrial Average List. (1995) Journal of Financial and Quantitative Analysis 30 1, pp. 135–157.

4.Beneish, M.D., Whaley, R.E. An anatomy of the "S&P game": The effects of changing the rules (1996) Journal of Finance, 51 (5), pp. 1909-1930.

5.Beneish M. and Whaley R. A Scorecard from the S&P Game. (1997) The Journal of Portfolio Management 23, 2, pp. 16-23.