An Investigation of the Monthly Effect on the Taiwan and Chinese Stock Markets
博士 === 國立高雄第一科技大學 === 管理研究所 === 97 === This study uses stochastic dominance theory with and without risk-free asset, to examine whether the monthly effect exists on the Taiwan and the Chinese stock markets. The main results indicate that 1) on the Taiwan stock market shows that returns on January (...
| 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/69369792429618727531 |