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碩士 === 東吳大學 === 國際經營與貿易學系 === 97 === This study tries to assess the effect of size, book-to-market, and default risk on Taiwan public-listed equity returns. And measure whether size and book-to-market proxy for default risk. Using BSM (Black-Scholes-Merton) model and compound option model to compute...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/77835158660998609190 |