The Relationship between Risk, Size, Book-to-market, Turnover and Return in Taiwan Stock Market
碩士 === 國立交通大學 === 管理科學研究所 === 85 === The purpose of this study is to investigate the effect of systematic risk,size, book-to-market equity, and turnover ratio on stock returns. The sample period covers July 1981 through June 1996 in Taiwan stock ma...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/08826800970646418287 |