Size Premium and Value Premium based on Taiwanese Stock Market

碩士 === 國立臺灣科技大學 === 財務金融研究所 === 95 === This is a research to test if Taiwan is the same as US that has size premium and value premium in stock market.The research find there is no size premium and value premium if group by Size-B/M ratio in Taiwan stock market; instead, there is if group by Size-E/P...

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Bibliographic Details
Main Authors: Shu-yuan Yang, 楊淑媛
Other Authors: Yen-Sheng Huang
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/52131456331918100003