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dc.contributor.authorWang Yi-Hsienen_US
dc.contributor.authorChuang Chung-Chuen_US
dc.contributor.authorTsai Chung-Mingen_US
dc.contributor.authorChuang Ya-Huien_US
dc.date.accessioned2014-12-08T15:10:17Z-
dc.date.available2014-12-08T15:10:17Z-
dc.date.issued2009en_US
dc.identifier.issn0957-3720en_US
dc.identifier.urihttp://hdl.handle.net/11536/7855-
dc.description.abstractThis study employs hybrid grey-market model to reexamine the market behavior of journalism's recommendations of electronics companies. The empirical results confirm that security analysis recommend the continued growth stock to maintain the forecasting performance. Furthermore, the investors hold the conservative portfolio to reduce market risk, and the abnormal returns are moving lower following the analysis' recommendation.en_US
dc.language.isoen_USen_US
dc.subjectGrey-market modelen_US
dc.subjectRecommendatory stocken_US
dc.subjectAbnormal returnen_US
dc.subjectEvent studyen_US
dc.titleAbnormal Stock Returns and Journalism's Recommendations: Reexamining of Hybrid Grey-Market Modelen_US
dc.typeArticleen_US
dc.identifier.journalJOURNAL OF GREY SYSTEMen_US
dc.citation.volume21en_US
dc.citation.issue3en_US
dc.citation.spage309en_US
dc.citation.epage318en_US
dc.contributor.department管理科學系zh_TW
dc.contributor.departmentDepartment of Management Scienceen_US
dc.identifier.wosnumberWOS:000269782300010-
dc.citation.woscount0-
Appears in Collections:Articles