Autor:	Chia-Wei Tseng, 曾家緯
Rok vydání:	2012
Druh dokumentu:	學位論文 ; thesis
Popis:	100 This paper investigates the abnormal returns on stocks and abnormal trades by investors around the ex-dividend days in the Taiwan stock market. It discusses the events that pay only cash dividends, only stock dividends, and both cash and stock dividends. We find that stocks have positive abnormal returns around ex-dividend days. Abnormal returns reverse themselves after two weeks. In addition, the foreign investors and security dealers prefer cash dividends. Mutual funds are more about stock performance in the long run.
Databáze:	Networked Digital Library of Theses & Dissertations
Externí odkaz:	http://ndltd.ncl.edu.tw/handle/3f9x6b Zobrazit plný text záznamu