The Time Series and Cross Section Pooling Analysis of Stock Returns in Taiwan
碩士 === 國立中興大學 === 企業管理學系 === 84 === This paper analyzes the impacts of the size effect, BE/ME effect, P/E ratio effect, risk coefficient(beta) and prior return of sock returns. Specifically,the beta coefficient is estimated using Scholes & Williams m...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
1996
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Online Access: | http://ndltd.ncl.edu.tw/handle/07986819669716339988 |