不同期間財務比率與台灣股票市場價格調整過程之研究
碩士 === 國立臺北大學 === 經濟學系 === 92 === This paper employs the ARMA(1, 1) model implicit in Amihud and Mendelson’s (1987) setup to empirically estimate the price adjustment coefficients of Taiwan’s stocks for examining the efficiency of Taiwan’s stock markets under various time intervals as well as the im...
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| Format: | Others |
| Language: | zh-TW |
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2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/89375920132864535436 |