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...

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Bibliographic Details
Main Authors: Lee, Gen-kong, 李鑑剛
Other Authors: Yeong-Jia James Goo
Format: Others
Language:zh-TW
Published: 1996
Online Access:http://ndltd.ncl.edu.tw/handle/07986819669716339988