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    ASIA unversity > 管理學院 > 財務金融學系 > 期刊論文 >  Item 310904400/87187


    Please use this identifier to cite or link to this item: http://asiair.asia.edu.tw/ir/handle/310904400/87187


    Title: Media coverage and stock return: An impulse response analysis
    Authors: 王癸元;Wang, Kuei-Yuan;*;陳建國;Chen, Chien-Kuo;魏筱綺;Wei, Hsiao-Chi
    Contributors: 財務金融學系
    Keywords: media coverage;stock return;impulse response analysis
    Date: 2014-07
    Issue Date: 2014-12-30 11:25:29 (UTC+8)
    Abstract: This study utilized Vector Auto-regression method to investigate the impulse response effect. Our empirical results showed that the amount and signal of media coverage have impact on stock return. However, enterprises might release the fake news to attain some purposes. Hence, this study suggests that investors also should pay more attention to the truth of the media coverage while making the investment decisions.
    Relation: The Eighth International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing ;IMIS-2014)
    Appears in Collections:[財務金融學系] 期刊論文

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