教師資料查詢 | 類別: 期刊論文 | 教師: 莊忠柱 Chung-chu Chuang (瀏覽個人網頁)

標題:Abnormal Stock Returns and Journalism’s Recommendations: Reexamining of Hybrid Grey-Market Model
學年98
學期1
出版(發表)日期2009/09/01
作品名稱Abnormal Stock Returns and Journalism’s Recommendations: Reexamining of Hybrid Grey-Market Model
作品名稱(其他語言)
著者Wang, Yi-Hsien; Chuang Chung-Chu; Tsai, Chung-Ming; Chuang, Ya-Hui
單位淡江大學管理科學學系
出版者Burnham: Research Information Ltd.
著錄名稱、卷期、頁數The Journal of Grey System 21(3), pp.309-319
摘要This study employs hybrid grey-market model to reexamine the market behavior of journalism's recommendations of electronics companies. The empirical results confirm that security analysis recommend the continued growth stock to maintain the forecasting performance. Furthermore, the investors hold the conservative portfolio to reduce market risk, and the abnormal returns are moving lower following the analysis' recommendation.
關鍵字Grey-market model;Recommendatory stock;Abnormal return;Event study
語言英文
ISSN0957-3720
期刊性質國外
收錄於SCI
產學合作
通訊作者Wang, Yi-Hsien
審稿制度
國別英國
公開徵稿
出版型式紙本
相關連結
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