Cross-sectional Analysis of the Relationship between Expected Return and Risk on Taiwan Stock Exchange
碩士 === 義守大學 === 管理科學研究所 === 88 === The paper tests the relationship between average return and Beta, size, E/P, book-to-market ratio(BE/ME), leverage on Taiwan Stock Exchange during 1983-99. We follow the cross-sectional regressions of Fama and MacBeth(1973); the cross-sectional of stock returns is...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/65160996443595860193 |