The Relationship between Risk, Size, Book-to-Market Ratio, Correspondent Bank's Performance and Return in Taiwan Stock Market
碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 96 === In this paper, we adopt Fama and French three-factor model and form the four variables model with adding of the correspondent bank’s performance to discuss the relationship between market risk, size, book-to-market ratio, correspondent bank’s performance and...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2008
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Online Access: | http://ndltd.ncl.edu.tw/handle/vrdr26 |