Stock Selection Performance Analysis using Multi-Factor Model in Taiwan
碩士 === 國立中山大學 === 財務管理學系研究所 === 96 === The objective of this study is to discover the sources of securities return in forecasting stock return from different sides of potential factors including fundamental and market information. We test currency sensitivity, earnings variability, earnings yield,...
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/75p4h3 |