The research of the security unusual return in Taiwanese stock market with Hansen threshold regression model
碩士 === 國立成功大學 === 統計學系碩博士班 === 95 === The researcher use Hansen Panel Threshold Regression model to verify Taiwan stock market have phenomenon of unusual return. To verify size effect, E/P effect and BV/MV effect related with unusual return of Taiwan stock market. We would further to explore that un...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/98214909580169990449 |