The Information Content of Cash-flow News-An Empirical Study of Taiwan Stock Market

碩士 === 東海大學 === 會計學系 === 92 === This paper adapts Campbell’s(1991)return decomposition model to decompose the unexpected stock return and unexpected excess stock return in Taiwan stock market and to study which factors drive the shock to stock return and excess stock return. Cohen, Gompers and Vuol...

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Bibliographic Details
Main Authors: Liao Li-Kai, 廖麗凱
Other Authors: Yi-Mien Lin
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/58279573533391485158