The Dynamic Interactive Relationship between Profit and Stock Return- Approach by Panel Smooth Transition Model
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 95 === In this study, debt/equity ratio, turnover ratio and market return are chosen to construct a three-factor model. Taking such factor model as a basis, the fourth factor, net amount of sales income, is selected as a transition variable to detect whether sales in...
| 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/50598953460565399972 |