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    政大機構典藏 > 商學院 > 財務管理學系 > 期刊論文 >  Item 140.119/65486


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    题名: Analyst responses to stock-index adjustments: Evidence from MSCI Taiwan Index additions
    作者: 張元晨
    Tu, Chia-Jung;Chang, Yuanchen
    贡献者: 財管系
    关键词: Index adjustment;MSCI Taiwan Index;Absolute forecast error
    日期: 2012.03
    上传时间: 2014-04-17 17:44:04 (UTC+8)
    摘要: Using data from MSCI Taiwan Index adjustments, we study analyst responses to stock additions from 1999 to 2007. The empirical results show that the magnitudes of changes in analysts` earnings-per-share forecasts are similar to those of their two benchmarks for new additions to the index. Therefore, in our sample we find no significant information effect from the additions. We also find that the absolute forecast errors made by analysts are smaller for new additions and those foreign analysts are more accurate than local analysts. This finding demonstrates that new additions to the index exhibit significant performance improvements.
    關聯: Review of Financial Economics,21(2),82-89
    資料來源: http://dx.doi.org/10.1016/j.rfe.2012.03.004
    数据类型: article
    DOI 連結: http://dx.doi.org/http://dx.doi.org/10.1016/j.rfe.2012.03.004
    DOI: 10.1016/j.rfe.2012.03.004
    显示于类别:[財務管理學系] 期刊論文

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