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Portfolio diversification and share price behavior : some evidence from the Taiwan Stock Exchange

thesis
posted on 1994-01-01, 00:00 authored by Tiein. Jin
This dissertation consists of four separate but closely related studies which investigate different aspects of share price behavior on the Taiwan Stock Exchange over the period 1980-89: 1.The benefits of diversification available to investors using the Markowitz model and the Single Model Index. 2. The applicability of the CAPM to the TSE over the decade. 3. Regularities in proce sequences. 4. Market reaction to the announcements of stock dividends, right issues and combinations of both.

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Pagination

xv, 277 leaves : ill. ; 30 cm.

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thesis

Resource type

thesis

Language

eng

Notes

Thesis (Ph.D.)--Deakin University, Victoria, 1994.

Degree name

Ph.D.

Faculty

Faculty of Business and Law

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