Do Industries Lead Stock Markets? Evidence from Taiwan
碩士 === 淡江大學 === 經濟學系碩士班 === 96 === In this paper, we examine whether the returns of industry portfolios forecast movements in market returns using data on monthly returns to 29 Taiwanese industry portfolios for the years between 1988 and 2006. We find that there are eight industries that predict th...
| 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/55014760394351945516 |