The Relationship Between Information Asymmetry and Stock Returns in Taiwan Stock Market

碩士 === 國立高雄第一科技大學 === 金融營運所 === 97 === According to previous literature, short-term stock price momentum phenomenon is attributed to investors’ under-reaction to new information. The concept of Zhang (2006) is applied to this study. The sample data include stocks listed in Taiwan Stock Market. The...

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Bibliographic Details
Main Authors: Jen-shing Yeh, 葉振興
Other Authors: Ju-Ann Yang
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/57594007602283049900

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