台灣股票市場資產組合之價格調整過程：規模與產業別效果
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...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/19796372689239602718 |