Please use this identifier to cite or link to this item:
http://hdl.handle.net/20.500.11861/4240| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Dr. WOO Kai Yin | en_US |
| dc.date.accessioned | 2017-07-18T06:14:58Z | - |
| dc.date.available | 2017-07-18T06:14:58Z | - |
| dc.date.issued | 2005 | - |
| dc.identifier.citation | Shue Yan Academic Journal, Jan 2005, no. 3, pp. 336-346. | en_US |
| dc.identifier.isbn | 9628719467 | - |
| dc.identifier.uri | http://hdl.handle.net/20.500.11861/4240 | - |
| dc.description.abstract | The objective of this paper is to empirically investigate the abnormal price movement of the shares added to or deleted from the Hang Seng Index before and after the announcement day. The results show that the market reacts significantly to addition and deletion on the first trading day just after the announcement. It indicates a high degree of informational efficiency with respect to the announcement of changes in the Hang Seng Index constituents. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | 香港: 香港樹仁學院 | en_US |
| dc.relation.ispartof | 樹仁學報 = Shue Yan Academic Journal | en_US |
| dc.title | Stock price reactions to the announcement of changes in the Hang Seng Index constituents | en_US |
| dc.type | Peer Reviewed Journal Article | en_US |
| item.fulltext | No Fulltext | - |
| crisitem.author.dept | Department of Economics and Finance | - |
| Appears in Collections: | Economics and Finance - Publication | |
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