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Title: 疫情對台灣股市的影響市的影響 –以觀光和生技為例
Authors: 李祐丞;劉威克;呂冠億;林立尉
Contributors: 應用財務金融系
Keywords: 疫情
Date: 2020-05-22
Issue Date: 2020-12-21T06:20:42Z
Abstract: 本研究目的在於探討肺炎疫情對台灣股市的影響,再以事件研究法來分析SARS跟肺炎疫情期間股市的波動,其中我們挑選出影響較大的觀光股跟生技股來進行比較,再以一些影響不大的股票為輔,我們TEJ的資料及平均調整模式來計算標準化平均異常報酬與標準化累積平均異常報酬再利用統計檢定之標準化殘差法、標準化橫剖面法,來分別對標準化平均異常報酬、標準化累積平均異常報酬作檢定。
Appears in Collections:[Department of Applied Finance] Monograph

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