The Analysis of Investment Performance between Value and Growth stocks in Malaysia and Thailand
碩士 === 國立成功大學 === 財務金融研究所 === 95 === This study intends to build the four-factor model by adding the financial distress factor suggested by Griffin and Lemmon (2002) into three-factor model of Fama and French (1995). First, we build the financial alarm model of Malaysia and Thailand to calculate the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/55740973687836617937 |