The Impact of Corporations Use of Derivatives on the Stock Return in Taiwan
碩士 === 雲林科技大學 === 財務金融系碩士班 === 97 === In this study, It use CAPM model, Fama and French three factors model, four-moment CAPM model and the three factors plus the four-moment CAPM model to explain 694 listed companies in the use of derivatives from 2005 to 2007, according to the purpose of hedge or...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/93931266460239310807 |