This paper examines whether the stock split bubble in Japan burst by not only reformed system, but also Livedoor-shock. It is difficult to identify the effects of the both events, because they occurred in the same month (January, 2006). Thus, I identify both effects by dividing the samples into...

Chinese Abstract:...

Taiwan Top 50 Tracker Fund (TTT) is the first Exchange Traded Fund (ETF) in Taiwan. This study investigates the impact of TTT on the liquidity of the constituent stocks. The empirical result coincides with the expectation of arbitrage hypothesis that the liquidity of the constituents is...

The restriction of short-sale prices, which stated that short-sale prices must not be lower than the closing price of the previous trading day, no longer applies to the constituent stocks of the Taiwan Top 50 Index. This study investigates the abnormal returns and volatility changes of those...

Chinese Abstract:...

Chinese Abstract:...

Chinese Abstract:...

Azerbaijani Abstract: Məqalədə kapital bazarlarının səmərəli fəaliyyətini təmin Effektiv Bazar Hipotezi haqqında əvvəlcə qısa məlumat verilmiş, daha sonra hipotezin inkişafına töhvə verən elmi tədqiqatların xronikası verilmişdir. Burada, bu hipotezin rüşeymi sayılan...

Chinese Abstract: A股关联公司的股票动量溢出效应研究:...