臺大管理論叢 NTU Management Review VOL.30 NO.3

59 NTU Management Review Vol. 30 No. 3 Dec. 2020 Impulse Response (Day) Cumulative Response (250 Days) 5 6 7 8 9 -0.0088 -0.0024 -0.0016 -0.0016 -0.0010 -0.2418 -0.0019 -8.82E-04 -3.99E-04 -1.80E-04 -8.14E-05 -0.0544 -1.05E-04 -2.03E-05 -3.92E-06 -7.57E-07 -1.46E-07 -0.1310 4.30E-04 1.22E-04 3.43E-05 9.65E-06 2.72E-06 0.0082 -3.02E-05 -4.75E-06 -6.99E-07 -9.73E-08 -1.28E-08 0.1766* -7.65E-04 -2.50E-04 -8.03E-05 -2.55E-05 -8.08E-06 -0.1219 9.07E-04 2.60E-04 7.35E-05 2.06E-05 5.77E-06 0.2584 -0.0056 -0.0025 -0.0011 -5.10E-04 -2.29E-04 -0.3869* 8.69E-05 2.42E-05 6.76E-06 1.88E-06 5.25E-07 -0.0582 4.03E-04 1.04E-04 2.67E-05 6.86E-06 1.76E-06 0.0824 -1.89E-06 -4.26E-07 -4.44E-08 -2.83E-09 -4.23E-11 0.2076 2.52E-04 4.36E-05 6.71E-06 8.80E-07 8.24E-08 -0.0248 8.16E-04 3.91E-04 1.88E-04 9.01E-05 4.32E-05 -0.0713 -6.13E-06 -7.09E-07 -8.27E-08 -9.62E-09 -1.12E-09 -0.0599 -3.02E-04 7.73E-05 -2.00E-05 5.16E-06 -1.33E-06 -0.1094 -1.07E-06 -1.18E-07 -1.29E-08 -1.42E-09 -1.55E-10 0.0035 -2.57E-05 -2.37E-06 -2.17E-07 -1.97E-08 -1.78E-09 -0.3187** 6.90E-06 3.41E-07 5.27E-08 3.26E-09 4.14E-10 0.1072 5.12E-06 4.74E-07 4.39E-08 4.07E-09 3.77E-10 0.0390 -3.89E-06 -3.83E-07 -3.77E-08 -3.71E-09 -3.65E-10 -0.0083 3.16E-08 -1.88E-09 1.12E-10 -6.64E-12 3.95E-13 0.0351 1.77E-07 3.40E-08 2.81E-09 1.47E-10 3.21E-12 -0.1129 -2.39E-07 -9.34E-09 -3.35E-10 -1.08E-11 -2.94E-13 -0.0393 -0.0010 -3.65E-04 -1.36E-04 -5.07E-05 -1.89E-05 -0.0657 -7.32E-05 -1.34E-05 -2.46E-06 -4.53E-07 -8.31E-08 -0.1730*** -1.54E-06 6.29E-07 1.60E-07 2.35E-08 2.29E-09 -0.0067 -6.07E-04 -2.10E-04 -1.18E-04 -8.76E-05 -4.85E-05 -0.0410 7.2775 4.9545 4.3076 4.0872 3.1604 42.0496**