THE IMPROVEMENT OF FORMING REFERENCE PORTFOLIOS IN THE MEASUREMENT OF LONG-TERM PRICE PERFORMANCE IN TAIWAN
博士 === 國立高雄第一科技大學 === 管理研究所 === 96 === This study modifies the procedure of forming reference portfolios first proposed by Fama and French (1992) for the measuring of long-term price performance. Using the Taiwanese data, we evidence the size and book-to-market ratio are the appropriate firm charact...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/6fhy7b |