英國脫歐對台灣股市之影響

NHUIR > College of Management > Department of Finance, The M.A. Program of Financial Management > Disserations and Theses > Item 987654321/26625

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Title:	英國脫歐對台灣股市之影響
Other Titles:	The Influences of Brexit on Taiwan Stock Market
Authors:	陳春富 CHEN, CHUN-FU
Contributors:	財務金融學系財務管理碩士班廖永熙 LIAU, YUNG-SHI
Keywords:	英國脫歐;事件研究法;異常報酬 The Influences of Brexit;Event Study;Cumulative Abnormal Return
Date:	2018
Issue Date:	2018-12-20 16:50:41 (UTC+8)
Abstract:	2016年6月23日英國公投確定脫離歐盟，造成全球金融市場重大影響。本研究利用事件研究法探討2015年1月1日至2017年12月31日英國脫歐事件宣告對台灣股市之影響，本文更進一步探討英國脫歐事件對台灣上市櫃7大產業-食品類股、電子類股、營建類股、塑膠類股、電機機械類股、鋼鐵類股、金融類股的股價影響。本研究選取3個英國脫歐的事件日進行研究，分別探討這些事件日對各類股異常報酬(AAR)是否有顯著不同。實證結果顯示，第三事件日2017年3月28日英國脫歐國會拍板定案對台股呈現顯著之負向影響，其他事件日較不明顯。綜上所述，本文第三事件日影響最大，尤其對金融類股、電子類股及鋼鐵類股的影響較為明顯。　　The United Kingdom has voted to depart from European Union on 23, June 2016, igniting the global financial crisis. This study uses event study to investigate the influences of Brexit on Taiwan Stock Market. In addition, this study explores the listed industries, including food, electronics, construction, plastics, electrical machinery, steel, and financial industries on Taiwan stock market. This study selects three event days to explore the impact on Taiwan seven industries. The empirical results show that the third event day presents a significant negative effect, while other event days do not have significant effect. Finally, the third event day presents largest affection, especially in the financial sector, electronics, and the steel sector.
Appears in Collections:	[Department of Finance, The M.A. Program of Financial Management] Disserations and Theses

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