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碩士 === 國立中央大學 === 產業經濟研究所 === 95 === In this paper, we discuss the excess stock return, size effect or value premium phenomenon based on Faman and French (1996, 2005) using book - to - market ratios and earnings - price ratios for value and growth portfolios. We use monthly returns from January 1986...
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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/17937591765306020686 |